Add to ORKGIn this paper, we derive the dynamics and assess the economic value of currency speculation by forma...
We study the properties of the carry trade, a currency speculation strategy in which an investor bor...
Currency carry trades exploiting violations of uncovered interest rate parity in G10 currencies deli...
This paper takes the form of an event study surrounding the current financial crisis. It proposes a ...
This paper takes the form of an event study surrounding the current financial crisis. It proposes a ...
This is the author accepted manuscript. The final version is available from Cambridge University Pre...
We build a partial equilibrium model to explain the carry trade and its eventful unwinding. We treat...
The carry trade is an investment strategy which an investor borrows money at a low interest rate, th...
This study exploits a new long-run data set of daily bid and offered exchange rates in spot and forw...
Studying all possible pairs of eleven major currencies and eleven portfolios in 1976-2008 we show th...
We investigate the relation between global FX volatility and the excess returns to carry trade portf...
The carry trade in currency markets means that an investor buys a high-yielding currency and finance...
This paper investigates the cross-sectional pricing ability of the short- and long-run components of...
This is the first study that employs option pricing model to measure the position-unwinding risk of ...
In this paper the author analyzes some aspects of carry trade in the global currency market in which...
In this paper, we derive the dynamics and assess the economic value of currency speculation by forma...
We study the properties of the carry trade, a currency speculation strategy in which an investor bor...
Currency carry trades exploiting violations of uncovered interest rate parity in G10 currencies deli...
This paper takes the form of an event study surrounding the current financial crisis. It proposes a ...
This paper takes the form of an event study surrounding the current financial crisis. It proposes a ...
This is the author accepted manuscript. The final version is available from Cambridge University Pre...
We build a partial equilibrium model to explain the carry trade and its eventful unwinding. We treat...
The carry trade is an investment strategy which an investor borrows money at a low interest rate, th...
This study exploits a new long-run data set of daily bid and offered exchange rates in spot and forw...
Studying all possible pairs of eleven major currencies and eleven portfolios in 1976-2008 we show th...
We investigate the relation between global FX volatility and the excess returns to carry trade portf...
The carry trade in currency markets means that an investor buys a high-yielding currency and finance...
This paper investigates the cross-sectional pricing ability of the short- and long-run components of...
This is the first study that employs option pricing model to measure the position-unwinding risk of ...
In this paper the author analyzes some aspects of carry trade in the global currency market in which...
In this paper, we derive the dynamics and assess the economic value of currency speculation by forma...
We study the properties of the carry trade, a currency speculation strategy in which an investor bor...
Currency carry trades exploiting violations of uncovered interest rate parity in G10 currencies deli...