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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 Pricing of FX Forward Contracts : Micro Evidence from Banks' Dollar Hedging

Abbassi, Puriya - 2019

in banks' dollar hedging costs. For identification, we exploit regulatory end-of-quarter reporting that penalizes banks …

Persistent link: https://www.econbiz.de/10012897681

Impact of interest rate differential and exchange rate movement on the dynamics of Nigeria's international private capital flows

Karimo, Tari M. - In: CBN journal of applied statistics 11 (2020) 2, pp. 29-63

The study examines the impact of interest rate differential and exchange rate move-ment on the dynamics of Nigeria's international private capital flows from 2010Q1to 2019Q4. It uses the interest rate parity theory and the Markov Switching TimeVarying Transition Probability Modelling approach....

Persistent link: https://www.econbiz.de/10012513274

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

Carry trades, momentum trading and the forward premium anomaly

Baillie, Richard; Chang, Sanders S. - In: Journal of financial markets 14 (2011) 3, pp. 441-464

Persistent link: https://www.econbiz.de/10009261760

Boosting carry in a negative rate world

Wadhwa, Pavan; Panageas, Kedran - In: The journal of trading 8 (2013) 1, pp. 9-14

Persistent link: https://www.econbiz.de/10009706841

Carry trade and foreign exchange rate puzzles

Spronk, Richard; Verschoor, Willem F. C.; Zwinkels, … - In: European economic review : EER 60 (2013), pp. 17-31

Persistent link: https://www.econbiz.de/10009762410

Risk-premia, carry-trade dynamics, and speculative efficiency of currency markets

Wagner, Christian - 2008

Persistent link: https://www.econbiz.de/10003746950

Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19

Persistent link: https://www.econbiz.de/10011475902

The Yen/Dollar Carry Trade : Carrying the UIP Condition Too Far?

Farooqui, Muhammad - 2012

The yen carry trade between the US and Japan has existed as a feasible investment strategy in direct violation of the uncovered interest parity (UIP) condition. Using yen-dollar spot and forward exchange rate data from 1993 thorough 2007, I demonstrate that the forward exchange rate quoted in...

Persistent link: https://www.econbiz.de/10013097217