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The January effect in the foreign exchange market : evidence for seasonal equity carry trades

Girardin, Eric; Namin, Fatemeh Salimi - In: Economic modelling 81 (2019), pp. 422-439

Persistent link: https://www.econbiz.de/10012202131

Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach

Mantzura, Ariel; Shraiber, Bentsi - In: International review of economics & finance : IREF 59 (2019), pp. 438-457

Persistent link: https://www.econbiz.de/10012203257

Carry trades, order flow, and the forward bias puzzle

Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - In: Journal of money, credit and banking : JMCB 48 (2016) 6, pp. 1113-1134

Persistent link: https://www.econbiz.de/10011707918

The asymmetry in carry trade and the U.S. dollar

Wu, Chih-Chiang; Wu, Chang-Che - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 304-313

Persistent link: https://www.econbiz.de/10011792496

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

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

-specific risk factors and use the joint conditional distribution of these components to obtain forecasts of future carry trade … competing models. We show that the forecasting gains translate into economically and statistically significant (risk …

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