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Institutional factors in determining the black market premium in developing countries

Goswami, Gour G. - 2003

Persistent link: https://www.econbiz.de/10003385284

Uncovered interest parity and financial market volatility

Horobeţ, Alexandra; Dumitrescu, Sorin; Dumitrescu, Dan … - In: The Romanian economic journal : REJ 12 (2009) 2, pp. 21-45

Persistent link: https://www.econbiz.de/10008655950

The profitability of carry trades

Olmo, Jose; Pilbeam, Keith - In: Annals of finance 5 (2009) 2, pp. 231-241

Persistent link: https://www.econbiz.de/10003813198

Evaluating hedging strategies in the foreign exchange market with the stochastic dominance approach

Chiang, Yi-chein; Liao, Tung Liang; Hsiao, Tse-an - In: Applied financial economics 21 (2011) 7/9, pp. 493-503

Persistent link: https://www.econbiz.de/10009153267

Carry trades, momentum trading and the forward premium anomaly

Baillie, Richard; Chang, Sanders S. - In: Journal of financial markets 14 (2011) 3, pp. 441-464

Persistent link: https://www.econbiz.de/10009261760

Risk premia in forward foreign exchange rates : a comparison of signal extraction and regression methods

Wang, Zhiguang; Bidarkota, Prasad V. - In: Empirical economics : a journal of the Institute for … 42 (2012) 1, pp. 21-51

Persistent link: https://www.econbiz.de/10009487363

Conditional risk premia in currency markets and other asset classes

Lettau, Martin; Maggiori, Matteo; Weber, Michael - In: Journal of financial economics 114 (2014) 2, pp. 107-225

Persistent link: https://www.econbiz.de/10010532263

Foreign exchange predictability during the financial crisis : implications for carry trade profitability

Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - 2015

In this paper, we study the effectiveness of carry trade strategies during and after the financial crisis using a flexible approach to modeling currency returns. We decompose the currency returns into multiplicative sign and absolute return components, which exhibit much greater predictability...

Persistent link: https://www.econbiz.de/10011313235

Benefits of wavelet-based carry trade diversification

Orlov, Vitaly; Äijö, Janne - In: Research in international business and finance 34 (2015), pp. 17-32

Persistent link: https://www.econbiz.de/10011325759

Is implied Taylor rule interest rate applicable as a carry trade strategy?

Ogruk, Gokcen - In: International journal of economics and financial issues … 4 (2014) 4, pp. 909-919

Persistent link: https://www.econbiz.de/10010528496