Works matching DE "CARRY trades (Foreign exchange)"

Results: 41

DOES UNWINDING CARRY TRADE LEAD TO PROFITABLE REVERSE CARRY TRADE? THE CASE OF YEN.

Published in:

Journal of Business & Behavioral Sciences, 2017, v. 29, n. 2, p. 140

By:

Minje Jung

Publication type:

Article

MIĘDZYNARODOWA STRATEGIA SPEKULACYJNA CARRY TRADE. SPRZECZNOŚĆ Z TEORIĄ NIEOBCIĄŻONEGO PARYTETU STÓP PROCENTOWYCH I RYZYKO KRYZYSU WALUTOWEGO JAKO DETERMINANTA PONADPRZECIĘTNEJ STOPY ZWROTU.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2012, n. 267, p. 72

By:

Mazurek, Jakub

Publication type:

Article

The global currency tango — The relationship between the carry trade, emerging/commodity currencies and risk.

Published in:

Investment Analysts Journal, 2018, v. 47, n. 4, p. 285, doi. 10.1080/10293523.2018.1485217

By:

Smit, Steven;
Polakow, Daniel

Publication type:

Article

International Diversification Benefits with Foreign Exchange Investment Styles*.

Published in:

Review of Finance, 2014, v. 18, n. 5, p. 1847, doi. 10.1093/rof/rft047

By:

Kroencke, Tim A.;
Schindler, Felix;
Schrimpf, Andreas

Publication type:

Article

Downside Market Risk of Carry Trades*.

Published in:

Review of Finance, 2014, v. 18, n. 5, p. 1885, doi. 10.1093/rof/rfu004

By:

Dobrynskaya, Victoria

Publication type:

Article

Investor Overconfidence and the Forward Premium Puzzle.

Published in:

Review of Economic Studies, 2011, v. 78, n. 2, p. 523, doi. 10.1093/restud/rdq013

By:

Burnside, Craig;
Han, Bing;
Hirshleifer, David;
Wang, Tracy Yue

Publication type:

Article

A STRATEGIC MARKET GAME OF CARRY TRADES AND EQUILIBRIUM PROFITS.

Published in:

Manchester School (1463-6786), 2011, v. 79, n. 3, p. 528, doi. 10.1111/j.1467-9957.2010.02170.x

By:

PAPADOPOULOS, KONSTANTINOS G.;
KOUTSOUGERAS, LEONIDAS C.

Publication type:

Article

FINANCIAL DETERMINANTS OF CARRY TRADE ACTIVITY.

Published in:

Acta Scientiarum Polonorum. Oeconomia, 2012, v. 11, n. 4, p. 15

By:

Czech, Katarzyna;
Waszkowski, Adam

Publication type:

Article

PROYECCIÓN DE LA TASA DE CAMBIO DE COLOMBIA BAJO CONDICIONES DE PPA: EVIDENCIA EMPÍRICA USANDO VAR.

Published in:

Estudios Gerenciales, 2009, v. 25, n. 113, p. 211

By:

Fayad Hernández, Catherine;
Fortich Mesa, Roberto Carlos;
Vélez-Pareja, Ignacio

Publication type:

Article

LES DÉTERMINANTS DES ENTRÉES DE CAPITAUX EN ASIE: QUEL RÔLE POUR LES STRATÉGIES DE CARRY TRADE?

Published in:: Actualité économique - Revue d'analyse économique, 2009, v. 85, n. 3, p. 283, doi. 10.7202/044878ar
Publication type:: Article

Carry trade…el negocio continuará…¿para siempre?

Published in:

Revista de Antiguos Alumnos del IEEM, 2010, v. 13, n. 1, p. 55

By:

Amoza, Gustavo

Publication type:

Article

Foreign Exchange Strategies Performance.

Published in:

Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2018, v. 13, n. 2, p. 195, doi. 10.21919/remef.v13i2.275

By:

del Castillo Penna, Raúl Álvarez;
Núñez Mora, José Antonio;
Mata Mata, Leovardo

Publication type:

Article

THE PROFITABILITY OF JAPANESE YEN CARRY TRADES.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2017, n. 486, p. 245, doi. 10.15611/pn.2017.486.20

By:

Czech, Katarzyna

Publication type:

Article

Detecting Crowded Trades in Currency Funds.

Published in:

Financial Analysts Journal, 2011, v. 67, n. 1, p. 26, doi. 10.2469/faj.v67.n1.2

By:

Pojarliev, Momtchil;
Levich, Richard M.

Publication type:

Article

Development and Functioning of FX Markets in Asia and the Pacific.

Published in:

Financial Markets, Institutions & Instruments, 2017, v. 26, n. 1, p. 3, doi. 10.1111/fmii.12079

By:

Levich, Richard M.;
Packer, Frank

Publication type:

Article

Carry trades and speculative manias: evidence from Central and Eastern Europe.

Published in:

Journal of Post Keynesian Economics, 2013, v. 36, n. 1, p. 15, doi. 10.2753/PKE0160-3477360102

By:

Hoffmann, Andreas

Publication type:

Article

Emerging and Frontier Africa's Currency Carry Trades: Any Value to Asset Allocation Decisions?

Published in:

African Journal of Business & Economic Research, 2018, v. 13, n. 2, p. 61, doi. 10.31920/1750-4562/2018/v13n2a3

By:

Nkansah, Eric;
Kaseeram, Irrshad

Publication type:

Article

Carry-trades on the yen and the Swiss franc: are they different?

Published in:

Journal of Economics & Finance, 2013, v. 37, n. 3, p. 402, doi. 10.1007/s12197-011-9194-7

By:

Mollick, André;
Assefa, Tibebe

Publication type:

Article

Operaciones de acarreo de divisas (carry trade) y sus efectos sobre la turbulencia cambiaria en Chile.

Published in:

Revista de la CEPAL, 2016, n. 120, p. 75

By:

Cox, Paulo;
Gabriel Carreño, José

Publication type:

Article

Currency Carry, Momentum, and Global Interest Rate Volatility.

Published in:

Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 2, p. 839, doi. 10.1017/S0022109023001485

By:

Zeng, Ming

Publication type:

Article

Forward-Looking Policy Rules and Currency Premia.

Published in:

Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 1, p. 449, doi. 10.1017/S0022109022000771

By:

Filippou, Ilias;
Taylor, Mark P.

Publication type:

Article

Currency Regimes and the Carry Trade.

Published in:

Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 5, p. 2233, doi. 10.1017/S002210901900019X

By:

Accominotti, Olivier;
Cen, Jason;
Chambers, David;
Marsh, Ian W.

Publication type:

Article

JFQ volume 49 issue 3 Cover and Back matter.

Published in:: Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 3, p. b1, doi. 10.1017/S0022109014000659
Publication type:: Article

JFQ volume 49 issue 2 Cover and Back matter.

Published in:: Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. b1, doi. 10.1017/S0022109014000507
Publication type:: Article

JFQ volume 49 issue 1 Cover and Back matter.

Published in:: Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 1, p. b1, doi. 10.1017/S0022109014000386
Publication type:: Article

JFQ volume 48 issue 6 Cover and Back matter.

Published in:: Journal of Financial & Quantitative Analysis, 2013, v. 48, n. 6, p. b1, doi. 10.1017/S0022109014000209
Publication type:: Article

The Time-Varying Systematic Risk of Carry Trade Strategies.

Published in:

Journal of Financial & Quantitative Analysis, 2011, v. 46, n. 4, p. 1107, doi. 10.1017/S0022109011000263

By:

Christiansen, Charlotte;
Ranaldo, Angelo;
Söderlind, Paul

Publication type:

Article

Cyclical and Persistent Carry Trade Returns and Forward Premia.

Published in:

Quarterly Journal of Finance, 2017, v. 7, n. 4, p. -1, doi. 10.1142/S2010139217500100

By:

Al-Zoubi, Haitham A.

Publication type:

Article

Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies.

Published in:

World Economy, 2014, v. 37, n. 6, p. 811, doi. 10.1111/twec.12089

By:

Gochoco ‐ Bautista, Maria Socorro;
Wang, Jianxin;
Yang, Minxian

Publication type:

Article

A Proposal to Boost the Profitability of Carry Trade.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2013, v. 16, n. 4, p. -1, doi. 10.1142/S0219091513500252

By:

Moosa, Imad;
Burns, Kelly

Publication type:

Article

TIME DIFFERENTIAL EFFECTS OF CREDIT YIELD SPREAD AND INTEREST RATE DIFFERENTIAL ON THE CURRENCY CARRY TRADE RETURN: THE CASE OF JAPANESE YEN.

Published in:

International Journal of Business, Accounting & Finance, 2016, v. 10, n. 1, p. 12

By:

Minje Jung;
Black, Stephen M.

Publication type:

Article

TECHNICAL ANALYSIS AND THE CARRY TRADE.

Published in:

Journal of Technical Analysis, 2016, n. 69, p. 82

By:

Miller, Larissa J.;
Cernauskas, Deborah

Publication type:

Article

Global Dollar Credit and Carry Trades: A Firm-Level Analysis.

Published in:

Review of Financial Studies, 2017, v. 30, n. 3, p. 703, doi. 10.1093/rfs/hhw099

By:

Bruno, Valentina;
Hyun Song Shin

Publication type:

Article

Do Peso Problems Explain the Returns to the Carry Trade?

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 853, doi. 10.1093/rfs/hhq138

By:

Burnside, Craig;
Eichenbaum, Martin;
Kleshchelski, Isaac;
Rebelo, Sergio

Publication type:

Article

Broken symmetries: reflections on why FX put and call options are not simple mirror images.

Published in:

Quantitative Finance, 2015, v. 15, n. 9, p. 1437, doi. 10.1080/14697688.2015.1036107

By:

Fullwood, Jonathan;
James, Jessica

Publication type:

Article

CARRY TRADE Y CREDIT CRUNCH EN LA ECONOMÍA ESPAÑOLA.

Published in:

Papeles de Europa, 2013, v. 26, n. 2, p. 64, doi. 10.5209/rev_PADE.2013.v26.n2.44184

By:

ALONSO, FERNANDO;
BLÁZQUEZ, PABLO

Publication type:

Article

The Term Structure of Currency Carry Trade Risk Premia.

Published in:

American Economic Review, 2019, v. 109, n. 12, p. 4142, doi. 10.1257/aer.20180098

By:

Lustig, Hanno;
Stathopoulos, Andreas;
Verdelhan, Adrien

Publication type:

Article

The role of the enhanced carry to risk on currency policy: the Mexican Peso.

Published in:

Applied Economics, 2019, v. 51, n. 17, p. 1808, doi. 10.1080/00036846.2018.1529395

By:

Fernández-Herraiz, Carlos;
Prado-Domínguez, Antonio Javier;
Pateiro-Rodríguez, Carlos;
García-Iglesias, Jesús M.

Publication type:

Article

Carry Trade as a Speculative Investment Strategy in Serbia.

Published in:

Industry / Industrija, 2012, v. 40, n. 4, p. 219

By:

Bungin, Sanja;
Filipović, Sanja;
Matović, Danijela

Publication type:

Article

GLOBAL IMBALANCES AND DESTABILIZING SPECULATION.

Published in:

Journal of Business, Finance & Economics in Emerging Economies, 2009, v. 4, n. 1, p. 149

By:

LA MARCA, MASSIMILIANO;
FLASSBECK, HEINER

Publication type:

Article

Metals: Zinc.

Published in:

Australian Commodities, 2011, p. 137

By:

Stark, Clare;
Penney, Kate

Publication type:

Article