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Predictability of currency carry trades and asset pricing implications

Bakshi, Gurdip S.; Panayotov, George - In: Journal of financial economics 110 (2013) 1, pp. 139-163

Persistent link: https://www.econbiz.de/10010207758

Berge, Travis J. - 2010

forecast and one weighted by returns. Our preferred model generates economically meaningful returns on a portfolio of nine …

Persistent link: https://www.econbiz.de/10012462166

Foreign exchange predictability and the carry trade : a decomposition approach

Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - In: Journal of empirical finance 42 (2017), pp. 199-211

Persistent link: https://www.econbiz.de/10011808567

Speculator activity and the cross-asset predictability of FX returns

Hasselgren, Anton; Peltomäki, Jarkko; Graham, Michael - In: International review of financial analysis 72 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012437440

The Effect of Political Risk on Currency Carry Trades

Orlov, Vitaly - 2016

This paper explores the risk profile of individual currency carry trades. Findings indicate that carry trade profitability depends on a country's political risk, supporting the risk-based view on forward bias. Political risk effect originates as a component of government actions and is more...

Persistent link: https://www.econbiz.de/10012998462