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The broad yen carry trade
Shin, Hyun Song; Hattori, Masazumi - In: Globalization and systemic risk, (pp. 169-189). 2008
Persistent link: https://www.econbiz.de/10003817409
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Three essays on international finance
Borisenko, Dmitrij - 2019
-Prämie-Anomalie, der Geldpolitik und Wechselkursdynamik, sowie der Messung der geldpolitischen Erwartungen aus den Vermögenspreisen. Im … Pozdeev) dokumentieren wir einen Trend in den Wechselkurse vor Anpassungen der Geldpolitik in den Industrieländern. Die …
Persistent link: https://www.econbiz.de/10011992377
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Bond currency denomination and the yen carry trade
Candelaria, Christopher A.; López, José A.; Spiegel, Mark - 2010
Persistent link: https://www.econbiz.de/10008650580
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Bond currency denomination and the Yen carry trade
Candelaria, Christopher A.; López, José A.; Spiegel, Mark - In: Asia and China in the global economy, (pp. 245-281). 2011
Persistent link: https://www.econbiz.de/10009707345
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Yen carry trades and stock returns in target currency countries
Cheung, Stephen Y. L.; Cheung, Yin-Wong; He, Angela W. W. - In: Japan and the world economy : international journal of … 24 (2012) 3, pp. 174-183
Persistent link: https://www.econbiz.de/10009665467
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Tracking the Yen Carry Trade : Evidence from a Regime Switching Approach
Colavecchio, Roberta - 2009
paper, I investigate the role that exchange rate volatility plays in the failure of UIP and hence in the build-up of yen …
Persistent link: https://www.econbiz.de/10012718451
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Speculative trading and its effect on the forward premium puzzle : new evidence from Japanese yen market
Czech, Katarzyna - In: Bank i kredyt 51 (2020) 2, pp. 167-187
Persistent link: https://www.econbiz.de/10012262268
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From carry trades to curvy trades
Dreher, Ferdinand; Gräb, Johannes; Kostka, Thomas - 2018
than traditional carry trade strategies. Curvy trades build less upon the typical carry currencies, like the Japanese yen …
Persistent link: https://www.econbiz.de/10011856388
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Evidence of carry trade activity
Galati, Gabriele; Heath, Alexandra; McGuire, Patrick M. - In: BIS quarterly review : international banking and … (2007), pp. 27-41
Persistent link: https://www.econbiz.de/10003541372
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Carry trades, order flow and the forward bias puzzle
Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2015
We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....
Persistent link: https://www.econbiz.de/10011396784