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The Polish zloty and currency speculation
Fic, Tatiana - 2002
Poland, that is, to investigate whether the exchange rate is "contaminated" by a speculative bubble. The zloty movements are …
Persistent link: https://www.econbiz.de/10011436167
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The Polish zloty and currency speculation
Fic, Tatjana - 2002
Persistent link: https://www.econbiz.de/10001691261
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The tail risk premia of the carry trades
Dupuy, Philippe - In: Journal of international money and finance 59 (2015), pp. 123-145
Persistent link: https://www.econbiz.de/10011478289
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Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of banking & finance 42 (2014), pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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The conditional volatility premium on currency portfolios
Byrne, Joseph P.; Sakemoto, Ryuta - In: Journal of international financial markets, … 74 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803308
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On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon - In: International journal of forecasting 37 (2021) 2, pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
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Attractive and non-attractive currencies
Dupuy, Philippe; James, Jessica; Marsh, Ian W. - In: Journal of international money and finance 110 (2021), pp. 1-30
Persistent link: https://www.econbiz.de/10012794951
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The sources of pricing factors underlying the cross-section of currency returns
Chen, Chih-Nan; Lin, Chien-Hsiu - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 250-265
Persistent link: https://www.econbiz.de/10012430926
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Three essays on international finance
Borisenko, Dmitrij - 2019
This thesis contributes to three major fields in the international finance literature: forward premium anomaly, monetary policy and exchange rate determination, and measuring monetary policy expectations from asset prices. In the first chapter, I develop a production-based asset pricing model...
Persistent link: https://www.econbiz.de/10011992377
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Cross-asset return predictability : carry trades, stocks and commodities
Lu, Helen; Jacobsen, Ben - In: Journal of international money and finance 64 (2016), pp. 62-87
Persistent link: https://www.econbiz.de/10011668380