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Conditioning carry trades : less risk, more return

Mulder, Arjen; Tims, Ben - In: Journal of international money and finance 85 (2018), pp. 1-19

Persistent link: https://www.econbiz.de/10012000369

Byrne, Joseph P.; Ibrahim, Boulis Maher; Sakemoto, Ryuta - In: Journal of international money and finance 96 (2019), pp. 121-129

Persistent link: https://www.econbiz.de/10012139634

Global risks in the currency market

Panayotov, George - In: Review of finance : journal of the European Finance … 24 (2020) 6, pp. 1237-1270

Persistent link: https://www.econbiz.de/10012403856

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

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

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

Political risks, excess and carry trade returns in global markets

Kesse, Kwabena; Blenman, Lloyd P. - In: International review of financial analysis 91 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014446928

Conditionally-hedged currency carry trades

Choi, Jin-ho; Suh, Sangwon - In: Journal of international financial markets, … 79 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013358798

The Forward Premium Puzzle and Latent Factors Day by Day

Bernoth, Kerstin - 2011

We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coefficient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...

Persistent link: https://www.econbiz.de/10013119324

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