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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

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

Three essays on international finance

Borisenko, Dmitrij - 2019

investors for the commodity price risk. Commodity producers differ in their exposure to the export price risk. Exchange rate …-commodity price covariance, procyclical interest rates, negative price of exchange rate volatility, and countercyclical currency risk … premium arise endogenously. Empirically, risk factors implied by the model explain up to 55% of time-series variation in carry …

Persistent link: https://www.econbiz.de/10011992377

The effect of political risk on currency carry trades

Dimic, Nebojsa; Orlov, Vitaly; Piljak, Vanja - In: Finance research letters 19 (2016), pp. 75-78

Persistent link: https://www.econbiz.de/10011657457

Diversification role of currency momentum for carry trade : evidence from financial crises

Yamani, Ehab - In: Journal of multinational financial management 49 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012314313

The out-of-sample performance of carry trades

Hsu, Po-Hsuan; Taylor, Mark P.; Wang, Zigan; Li, Yan - In: Journal of international money and finance 143 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014551353

Foreign exchange order flow as a risk factor

Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2023

Persistent link: https://www.econbiz.de/10014234202

Does previous carry trade position affect following investors' decision-making and carry returns?

Zhang, Ziyun; Chen, Su; Li, Bo - In: International review of financial analysis 80 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013366296

Currency carry trade : the decline in performance after the 2008 Global Financial Crisis

Fan, Zhenzhen; Paseka, Alexander; Qi, Zhen; Zhang, Qi - In: Journal of international financial markets, … 76 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013412772

Optimal carry trade portfolio choice under regime shifts

Chen, Chih-Nan; Lin, Chien-Hsiu - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 483-506

Persistent link: https://www.econbiz.de/10013459294