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Carry Trades and Global Foreign Exchange Volatility. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
In: Journal of Finance.
RePEc:bla:jfinan:v:67:y:2012:i:2:p:681-718.

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  25. Currency carry trades, risk management, and firm value: Evidence from Korean banking industry. (2023). Kim, Sungjae Francis.
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  59. Does previous carry trade position affect following investors decision-making and carry returns?. (2022). Li, BO ; Chen, SU ; Zhang, Ziyun.
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  79. Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel.
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  83. Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin.
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  84. Can risk explain the profitability of technical trading in currency markets?. (2021). Neely, Christopher ; Famiglietti, Matthew T ; Weller, Paul ; Ivanova, Yuliya .
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  85. Why are countries’ asset portfolios exposed to nominal exchange rates?. (2021). Barrett, Philip ; Adams, Jonathan J.
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  86. Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe.
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  87. Volatility and the cross-section of returns on FX options. (2021). Marsh, Ian W ; James, Jessica ; Fullwood, Jonathan.
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  88. Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius.
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  89. The cross-section of currency volatility premia. (2021). Neuberger, Anthony ; Kozhan, Roman ; Della Corte, Pasquale.
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  90. Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia. (2021). Taylor, Mark P ; Filippou, Ilias.
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  91. Measurement and effects of euro/dollar exchange rate uncertainty. (2021). Beckmann, Joscha.
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  92. Monetary policy’s rising FX impact in the era of ultra-low rates. (2021). Ferrari, Massimo ; Schrimpf, Andreas ; Kearns, Jonathan.
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  93. On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon.
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  94. The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P.
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  95. To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora.
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  96. Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility. (2021). Chen, Miao-Ling ; Hsu, Ching-Chi.
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  97. The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon.
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  98. FX markets’ reactions to COVID-19: Are they different?. (2021). Winkelried, Diego ; Bazan-Palomino, Walter.
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  99. Currency returns and FX dealer balance sheets. (2021). Reitz, Stefan ; Umlandt, Dennis.
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  100. Curve momentum in currency markets. (2021). Lei, Jian.
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  101. The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies. (2021). Li, Youwei ; Wang, Yizhi ; Almaharmeh, Mohammad I ; Vigne, Samuel A ; Shehadeh, Ali A.
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  102. Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta.
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  103. A filtered currency carry trade. (2021). Suh, Sangwon ; Ho, Jin.
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  104. Currency Anomalies. (2021). Bartram, Söhnke ; Garratt, Anthony ; Djuranovik, Leslie .
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  105. The Pricing of Unexpected Volatility in the Currency Market. (2021). Xu, Yongdeng ; Lu, Wenna ; Copeland, Laurence.
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  106. The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi.
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  107. Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita .
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  109. Implicit currency carry trades of companies. (2020). Fuchs, Fabian U ; Entrop, Oliver.
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  110. Yield curve risks in currency carry forwards. (2020). Lee, Jeong Wan ; Oh, Kyong Joo ; Baek, Seungho.
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  111. Exchange rate predictability and dynamic Bayesian learning. (2020). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schussler, Rainer Alexander.
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  112. Likelihood-based Dynamic Asset Pricing: Learning Time-varying Risk Premia from Cross-Sectional Models. (2020). Umlandt, Dennis.
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  113. Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets. (2020). Guo, Wenliang.
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  114. Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY. (2020). Huang, Paoyu ; Day, Min-Yuh ; Ni, Yensen.
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  115. The Conditional Risk and Return Trade-Off on Currency Portfolios. (2020). Sakemoto, Ryuta ; Byrne, Joseph ; Joseph, Byrne.
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  116. Carry trade and capital market returns in South Africa. (2020). Bonga-Bonga, Lumengo ; Rangoanana, Motena Sefora.
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  117. Commodity Currencies and Causality: Some High-Frequency Evidence. (2020). Ahmed, Rashad.
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  118. Global financial cycles and exchange rate forecast: A factor analysis. (2020). Raheem, Ibrahim.
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  119. Exchange Rates and Liquidity Risk. (2020). Evans, Martin.
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  120. Foreign Exchange Order Flow as a Risk Factor. (2020). cerrato, mario ; Burnside, Craig ; Zhang, Zhekai.
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  121. A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. (2020). Liu, Xiyuan ; Cai, Zongwu.
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  122. Exchange Rate Predictability, Risk Premiums, and Predictive System. (2020). Park, Cheolbeom ; Bak, Yuhyeon.
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  123. Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational. (2020). Ozabaci, Deniz ; Kozlova, Olesia ; Goldberg, Michael D.
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  124. Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union. (2020). Krištoufek, Ladislav ; Ferreira, Paulo.
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  125. Do sharp movements in oil prices matter for stock markets?. (2020). Huang, Paoyu ; Day, Min-Yuh ; Wu, Manhwa ; Ni, Yensen.
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  126. An anatomy of commodity futures returns in China. (2020). Zhang, Zhekai ; Xiao, Jun.
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  127. Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo.
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  128. Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei.
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  129. Risky bank guarantees. (2020). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Makinen, Taneli.
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  130. Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus.
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  131. Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana.
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  132. Tales of tails: Jumps in currency markets. (2020). Wang, Minho ; Lee, Suzanne S.
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  133. Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas. (2020). Park, Cheolbeom.
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  134. Commodity currencies and causality: Some high-frequency evidence. (2020). Ahmed, Rashad.
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  135. Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji.
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  136. Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando.
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  137. Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen.
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  138. The Economics of Currency Risk. (2020). Hassan, Tarek ; Zhang, Tony.
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  139. Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio. (2020). Taylor, Mark ; Filippou, Ilias ; Zhou, Guofu ; Rapach, David.
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  140. The Out-of-Sample Performance of Carry Trades. (2020). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan.
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  141. The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu.
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  142. From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand.
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  143. Determinants of real exchange rate movements in 15 emerging market economies. (2019). Goda, Thomas ; Priewe, Jan.
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  144. GLOBAL AND REGIONAL RISKS IN CURRENCY RETURNS. (2019). Rendon, Jairo A.
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  145. Can skewness of the futures‐spot basis predict currency spot returns?. (2019). Han, Liyan ; Jiang, Xue ; Yin, Libo.
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  146. Prudence and preference for flexibility gain. (2019). Danau, Daniel.
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  147. New Evidence on the Portfolio Balance Approach to Currency Returns. (2019). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin.
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  148. Effects of Capital Flows on Carry Trade Activities: The Case of Turkey. (2019). Erer, Deniz ; Gacener-Ati, Aydanur.
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  149. Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram. (2019). GUPTA, RANGAN ; Demirer, Riza ; Huang, XU ; Hassani, Hossein.
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  150. The relationship between carry trade and asset markets in South Africa. (2019). Bonga-Bonga, Lumengo ; Maake, Tebogo.
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  151. Challenges Ahead: Sovereign Debt. (2019). Reinhart, Carmen ; Pienkowski, Alex ; Hausmann, Ricardo ; Bredenkamp, Hugh.
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  152. Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo.
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  153. Are Intermediary Constraints Priced?. (2019). Huber, Amy Wang ; Hebert, Benjamin M ; Du, Wenxin.
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  154. Factor Momentum and the Momentum Factor. (2019). Linnainmaa, Juhani T ; Ehsani, Sina.
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  155. Good Carry, Bad Carry. (2019). Bekaert, Geert ; Panayotov, George.
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  156. Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns. (2019). Rossi, Alberto G ; Gao, Xiaohui ; Bakshi, Gurdip.
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  157. Can we predict currency momentum crashes?. (2019). Zhang, Zhekai ; Cerrato, Mario.
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  158. Can we predict currency momentum crashes?. (2019). Zhang, Zhekai ; Cerrato, Mario.
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  159. Exploring Carry Trade and Exchange Rate toward Sustainable Financial Resources: An application of the Artificial Intelligence UKF Method. (2019). Tseng, Ming-Lang ; Wu, Kuo-Jui ; Zhang, Qian.
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  160. Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time. (2019). Olsen, Richard ; Golub, Anton ; Petrov, Vladimir.
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  161. US Equity Tail Risk and Currency Risk Premia. (2019). Xiao, Xiao ; Londono, Juan M ; Fan, Zhenzhen.
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  162. Currency strategies based on momentum, carry trade and skewness. (2019). Jiang, Xue ; Yin, Libo ; Han, Liyan.
    In: Physica A: Statistical Mechanics and its Applications.
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  163. Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab.
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  164. Carry trades and commodity risk factors. (2019). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: Journal of International Money and Finance.
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  165. In search of preference shock risks: Evidence from longevity risks and momentum profits. (2019). Yang, Bowen ; Chen, Zhanhui .
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  166. The impact of jumps on carry trade returns. (2019). Wang, Minho ; Lee, Suzanne S.
    In: Journal of Financial Economics.
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  167. A comprehensive appraisal of style-integration methods. (2019). Fuertes, Ana-Maria ; Fernandez-Perez, Adrian ; Miffre, Joelle.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:105:y:2019:i:c:p:134-150.

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  168. Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even.
    In: Journal of International Financial Markets, Institutions and Money.
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  169. Carry trades and endogenous regime switches in exchange rate volatility. (2019). Cho, Dooyeon ; Lee, Na Kyeong ; Han, Heejoon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268.

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  170. Unexploited currency carry trade profit opportunity. (2019). Suh, Sangwon.
    In: Journal of International Financial Markets, Institutions and Money.
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  171. Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2019). Baumohl, Eduard.
    In: Finance Research Letters.
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  172. Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta.
    In: International Review of Financial Analysis.
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  173. Cross-sectional return dispersion and currency momentum. (2019). Eriksen, Jonas.
    In: Journal of Empirical Finance.
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  174. Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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  175. Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric.
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  176. Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias .
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  177. Risky Bank Guarantees. (2019). Sarno, Lucio ; Zinna, Gabriele ; Makinen, Taneli.
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  178. Determinants of real exchange rate movements in 15 emerging market economies. (2019). Goda, Thomas ; Priewe, Jan.
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  179. Attention to the tail(s): global financial conditions and exchange rate risks. (2019). Sokol, Andrej ; Eguren Martin, Fernando ; Eguren-Martin, Fernando.
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  180. Risky bank guarantees. (2019). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Mikinen, Taneli .
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  181. Exchange rate predictability and dynamic Bayesian learning. (2018). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schussler, Rainer.
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  182. Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2018). Baumohl, Eduard.
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  183. Global liquidity and exchange market pressure in emerging market economies. (2018). Pramor, Marcus ; Hossfeld, Oliver.
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  184. Heterogeneous Information Content of Global FX Trading. (2018). Somogyi, Fabricius ; Ranaldo, Angelo.
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  185. Solvency Risk Premia and the Carry Trades. (2018). Orlov, Vitaly.
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  186. Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Martin, Franck ; Nguyen, Duc K.
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  187. Financial crime ‘hot spots’ – empirical evidence from the foreign exchange market. (2018). el Mouaaouy, Florian.
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  188. Global idiosyncratic risk moments. (2018). Baghdadabad, Mohammadreza Tavakoli ; Mohammad Reza Tavakoli Baghdadabad, ; Mallik, Girijasankar.
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  189. Real financial market exchange rate volatility and portfolio flows. (2018). Ozimkovska, Valentyna .
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  190. Foreign Exchange Strategies Performance. (2018). del Castillo, Raul Alvarez ; Mata, Leovardo Mata ; Nuez, Jose Antonio .
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  191. Linking Net Foreign Portfolio Debt and Equity to Exchange Rate Movements. (2018). Gardberg, Malin.
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  192. Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Nguyen, Duc Khuong ; Martin, Franck ; Le, Tan.
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  193. Foreign exchange order fl ow as a risk factor. (2018). cerrato, mario ; Zhang, Zhekai ; Burnside, Craig .
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  194. The pricing of FX forward contracts: micro evidence from banks’ dollar hedging. (2018). Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
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  195. Systematic exchange rate variation: Where does the dollar factor come from?. (2018). Lee, Kyuseok.
    In: International Review of Economics & Finance.
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  196. Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted. (2018). Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu ; Cheng, Yirung.
    In: Physica A: Statistical Mechanics and its Applications.
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  197. Uncertainty and deviations from uncovered interest rate parity. (2018). Rossi, Barbara ; Ismailov, Adilzhan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:88:y:2018:i:c:p:242-259.

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  198. Measures of global uncertainty and carry-trade excess returns. (2018). Berg, Kimberly ; Mark, Nelson C.
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  199. Conditioning carry trades: Less risk, more return. (2018). Mulder, Arjen ; Tims, Ben .
    In: Journal of International Money and Finance.
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  200. Carry. (2018). , Ralph ; Vrugt, Evert B ; Pedersen, Lasse Heje ; Moskowitz, Tobias J.
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  201. Common information in carry trade risk factors. (2018). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
    In: Journal of International Financial Markets, Institutions and Money.
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  202. Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa.
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  203. Intraday patterns in foreign exchange returns and realized volatility. (2018). Zhang, Hao.
    In: Finance Research Letters.
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  204. Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Kolari, James ; Heinonen, Jari-Pekka .
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  205. Conditional co-skewness and safe-haven currencies: A regime switching approach. (2018). Chan, Kalok ; Zhou, Yinggang ; Yang, Jian.
    In: Journal of Empirical Finance.
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  206. Global macro risks in currency excess returns. (2018). Berg, Kimberly ; Mark, Nelson C.
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  207. Optimal combination of currency strategies. (2018). Laborda, Ricardo.
    In: The North American Journal of Economics and Finance.
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  208. From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand.
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  209. Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries. (2018). Araki, Michael E ; Antonio, ; Klotzle, Marcelo Cabus.
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  210. Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials. (2018). Boyrie, DE ; Pornchai, Chunhachinda ; Chaiyuth, Padungsaksawasdi ; Termkiat, Kanchanapoom.
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  211. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
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  212. The Swiss francs honeymoon. (2017). Studer-Suter, Rahel ; Janssen, Alexandra .
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  213. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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  214. Investing strategies as continuous rising (falling) share prices released. (2017). Ni, Yensen ; Huang, Paoyu ; Wu, Manhwa.
    In: Journal of Economics and Finance.
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  215. Currency Manipulation. (2017). Hassan, Tarek ; Mertens, Thomas .
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  216. Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
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  217. The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
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  218. Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates. (2017). Lustig, Hanno ; Richmond, Robert J.
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  219. Global Macro Risks in Currency Excess Returns. (2017). Mark, Nelson ; Berg, Kimberly.
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  220. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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  221. Optimal and Naive Diversification in Currency Markets. (2017). Pohl, Walt ; Schmedders, Karl ; Ackermann, Fabian.
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  222. Horizon-dependent risk aversion and the timing and pricing of uncertainty. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne.
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  223. International correlation risk. (2017). Vedolin, Andrea ; Stathopoulos, Andreas ; Mueller, Philippe.
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  224. The quanto theory of exchange rates. (2017). Martin, Ian ; Kremens, Lukas.
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  225. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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  226. On the predictability of carry trade returns: The case of the Chinese Yuan. (2017). Sinnakkannu, Jothee ; Ramasamy, Sockalingam .
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  227. The asymmetry in carry trade and the U.S. dollar. (2017). Wu, Chih-Chiang.
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  228. Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Luo, JI ; Li, Baibing ; Tee, Kai-Hong .
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  229. Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies. (2017). Chen, Shu-Hsiu.
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  230. Systematic consumption risk in currency returns. (2017). Hoffmann, Mathias ; Studer-Suter, Rahel .
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  231. Violations of uncovered interest rate parity and international exchange rate dependences. (2017). Ames, Matthew ; Peters, Gareth W ; Bagnarosa, Guillaume.
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  232. International correlation risk. (2017). Vedolin, Andrea ; Stathopoulos, Andreas ; Mueller, Philippe.
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  233. Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan.
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  234. Variance risk premiums and the forward premium puzzle. (2017). Londono, Juan M ; Zhou, Hao.
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  235. Unemployment fluctuations and the predictability of currency returns. (2017). Nucera, Federico.
    In: Journal of Banking & Finance.
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  236. The market price of risk of the variance term structure. (2017). Dotsis, George.
    In: Journal of Banking & Finance.
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  237. Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra.
    In: International Journal of Forecasting.
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  238. Foreign exchange predictability and the carry trade: A decomposition approach. (2017). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim.
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  239. Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal.
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  240. Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting.
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  241. Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco.
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  242. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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  243. The Quanto Theory of Exchange Rates. (2017). Martin, Ian ; Kremens, Lukas .
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  244. Bond Convenience Yields and Exchange Rate Dynamics. (2017). Valchev, Rosen.
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  245. Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek.
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  246. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
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  247. Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Viola, Alessandra Pasqualina.
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  248. Carry Trades, Order Flow, and the Forward Bias Puzzle. (2016). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Journal of Money, Credit and Banking.
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  249. Co-movement of Exchange Rates with Interest Rate Differential, Risk Premium and FED Policy in “Fragile Economies”. (2016). Yılmaz, Erdal ; Ozmen, Utku.
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  250. Testing and Interpreting Uncovered Interest Parity in Russia. (2016). Busygin, Sergei ; Vasilyev, Dmitry.
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  251. Common Information in Carry Trade Risk Factors. (2016). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher.
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  252. The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali .
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  253. US Dollar Carry Trades in the Era of “Cheap Money”. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali ; Erds, Peter .
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  254. Currency Manipulation. (2016). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M.
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  255. Intermediary Asset Pricing: New Evidence from Many Asset Classes. (2016). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan.
    In: NBER Working Papers.
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  256. Capturing short-term and long-term alpha of global bond portfolios: evidence from EUR-investors’ perspective. (2016). Konstantinov, Gueorgui .
    In: Financial Markets and Portfolio Management.
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  257. Risk and Return Spillovers among the G10 Currencies. (2016). Nguyen, Viet Hoang ; Rafferty, Barry ; Greenwood-Nimmo, Matthew .
    In: Melbourne Institute Working Paper Series.
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  258. Risk and Return Spillovers among the G10 Currencies. (2016). Greenwood-Nimmo, Matthew ; Rafferty, Barry ; Nguyen, Viet Hoang.
    In: Melbourne Institute Working Paper Series.
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  259. Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Horst, Enrique Ter ; Gramacy, Robert B.
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  260. If you’re so smart: John Maynard Keynes and currency speculation in the interwar years. (2016). Accominotti, Olivier ; Chambers, David.
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  261. The price of freedom: Idiosyncratic currency devaluations. (2016). Stocker, Marshall L.
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  262. Do carry trade returns show signs of long memory?. (2016). Hoffmann, Andreas ; Auer, Benjamin R.
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  263. Cross-asset return predictability: Carry trades, stocks and commodities. (2016). Lu, Helen ; Jacobsen, Ben.
    In: Journal of International Money and Finance.
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  264. What drives international portfolio flows?. (2016). Ulloa, Barbara ; Tsiakas, Ilias ; Sarno, Lucio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:60:y:2016:i:c:p:53-72.

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  265. Flexible or fragile? The growth performance of small and young businesses during the global financial crisis — Evidence from Germany. (2016). Winkler, Adalbert.
    In: Journal of Business Venturing.
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  266. Currency momentum, carry trade, and market illiquidity. (2016). Orlov, Vitaly.
    In: Journal of Banking & Finance.
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  267. Can currency-based risk factors help forecast exchange rates?. (2016). Valente, Giorgio ; Liu, Xiaoquan ; Ahmed, Shamim .
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  268. Dodging the steamroller: Fundamentals versus the carry trade. (2016). Copeland, Laurence ; Lu, Wenna .
    In: Journal of International Financial Markets, Institutions and Money.
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  269. Not so disconnected: Exchange rates and the capital stock. (2016). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M.
    In: Journal of International Economics.
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  270. Risk and return spillovers among the G10 currencies. (2016). Greenwood-Nimmo, Matthew ; Nguyen, Viet Hoang ; Rafferty, Barry .
    In: Journal of Financial Markets.
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  271. The effect of political risk on currency carry trades. (2016). Piljak, Vanja ; Orlov, Vitaly ; Dimic, Nebojsa.
    In: Finance Research Letters.
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  272. Is there a credit risk anomaly in FX markets?. (2016). Heinonen, Jari-Pekka ; Grobys, Klaus.
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  273. How profitable are FX technical trading rules?. (2016). Coakley, Jerry ; Nankervis, John ; Marzano, Michele .
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  274. Uncovered interest parity: The long and the short of it. (2016). Lothian, James.
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  275. The skewness risk premium in currency markets. (2016). Broll, Michael.
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  276. Currency Manipulation. (2016). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas .
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  277. Dollarization of Deposits in the Short and Long Run: Evidence from CESE Countries. (2016). Rajkovic, Ivana ; Uroevic, Branko.
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  278. FX Market Returns and Their Relationship to Investor Fear. (2016). Smales, Lee ; Kininmonth, Jardee N.
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  279. When the walk is not random: commodity prices and exchange rates. (2016). Schrimpf, Andreas ; Kohlscheen, Emanuel ; Avalos, Fernando.
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  280. Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline .
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  281. Carry and Trend Following Returns in the Foreign Exchange Market. (2015). Smith, Peter ; Clare, Andrew ; Thomas, Stephen ; Seaton, James .
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  282. Carry Trades and Sovereign CDS Spreads: Evidence from Asia‐Pacific Markets. (2015). Pavlova, Ivelina ; de Boyrie, Maria E.
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  283. Return‐Implied Volatility Dynamics of High and Low Yielding Currencies. (2015). Kaurijoki, Miikka ; Aijo, Janne ; Nikkinen, Jussi .
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  284. Understanding FX Liquidity. (2015). Söderlind, Paul ; Ranaldo, Angelo ; Karnaukh, Nina ; Soderlind, Paul .
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  285. Sparse and Stable Portfolio Selection With Parameter Uncertainty. (2015). Li, Jiahan.
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  286. What Drives International Portfolio Flows?. (2015). Ulloa, Barbara ; Tsiakas, Ilias ; Sarno, Lucio.
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  287. Exchange Rates and UIP Violations at Short and Long Horizons. (2015). Valchev, Rosen.
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  288. Asset Pricing with Horizon-Dependent Risk Aversion. (2015). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne.
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  289. Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
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  290. Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
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  291. Understanding FX Liquidity. (2015). Söderlind, Paul ; Ranaldo, Angelo ; Karnaukh, Nina ; Soderlind, Paul .
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  292. Not so Disconnected: Exchange Rates and the Capital Stock. (2015). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas .
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  293. Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option. (2015). Stockl, Stefan ; Rudolph, David ; Rathgeber, Andreas.
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  294. Commodity Currencies Revisited. (2015). Passari, Evgenia.
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  295. Not so disconnected: exchange rates and the capital stock. (2015). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M.
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  296. Foreign exchange predictability during the financial crisis: implications for carry trade profitability. (2015). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim.
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  297. Carry funding and safe haven currencies: A threshold regression approach. (2015). MacDonald, Ronald ; Hossfeld, Oliver.
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  298. The tail risk premia of the carry trades. (2015). Dupuy, Philippe.
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  299. FX market liquidity, funding constraints and capital flows. (2015). Phylaktis, Kate ; Banti, Chiara.
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  300. Exchange rate forecasts and expected fundamentals. (2015). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
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  301. Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate. (2015). Nagayasu, Jun ; MacDonald, Ronald.
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  302. Can implied volatility predict returns on the currency carry trade?. (2015). Swinkels, Laurens ; Egbers, Tom .
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  303. Understanding the price of volatility risk in carry trades. (2015). Valente, Giorgio ; Ahmed, Shamim .
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  304. Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben .
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  305. Currency competition between the dollar and euro: Evidence from exchange rate behaviors. (2015). Eun, Cheol S. ; Kim, Soo-Hyun ; Lee, Kyuseok.
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  306. Australian Dollar carry trades: Time varying probabilities and determinants. (2015). Kim, Suk-Joong.
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  307. Predicting exchange rate cycles utilizing risk factors. (2015). Straetmans, Stefan ; Ahmed, Jameel.
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  308. On financial risk and the safe haven characteristics of Swiss franc exchange rates. (2015). Nitschka, Thomas ; Grisse, Christian.
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    RePEc:eee:empfin:v:32:y:2015:i:c:p:153-164.

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  309. FX funding risks and exchange rate volatility. (2015). Joo, Jack ; Park, Hail ; Yoon, Kyoungsoo.
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  310. Commodity Currencies Revisited. (2015). Passari, Evgenia.
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  311. Not so Disconnected: Exchange Rates and the Capital Stock. (2015). Hassan, Tarek ; Mertens, Thomas M ; Zhang, Tony .
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  312. What Do Stock Markets Tell Us About Exchange Rates?. (2015). Valente, Giorgio ; Sarno, Lucio ; Payne, Richard ; Cenedese, Gino.
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  313. What do stock markets tell us about exchange rates?. (2015). Valente, Giorgio ; Sarno, Lucio ; Payne, Richard ; Cenedese, Gino.
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  314. Safe haven currencies: a portfolio perspective. (2015). Cenedese, Gino.
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  315. Exchange rate forecasts and expected fundamentals. (2014). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
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  316. Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective. (2014). Schmeling, Maik ; Sarno, Lucio.
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  317. Common Risk Factors in Equity Markets. (2014). Atanasov, Victoria .
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  318. Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market. (2014). Nitschka, Thomas.
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  319. Carry Trade Activities: A Multivariate Threshold Model Analysis. (2014). Gubler, Matthias.
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  320. Currency Manipulation. (2014). Hassan, Tarek ; Zhang, Weithing ; Mertens, Thomas .
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  321. Global Variance Risk Premium and Forex Return Predictability. (2014). Aloosh, Arash.
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  322. Downside Market Risk of Carry Trades. (2014). Dobrynskaya, Victoria.
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  323. International Diversification Benefits with Foreign Exchange Investment Styles. (2014). Schrimpf, Andreas ; Kroencke, Tim ; Schindler, Felix.
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  324. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
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  325. Short-Term External Debt and Foreign Exchange Rate Volatility in Emerging Economies: Evidence from the Korea Market. (2014). Sung, Taeyoon ; Young, KI ; Park, Danbee.
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  326. The Usefulness of Financial Variables in Predicting Exchange Rate Movements. (2014). Rossi, Jose ; Rossi, Jose Luiz Junior, .
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  327. Can Leverage Constraints Help Investors?. (2014). Heimer, Rawley.
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  328. Common Factors and the Exchange Rate: Results From the Brazilian Case. (2014). Rossi, Jose Luiz ; de Oliveira, Wilson Rafael .
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  329. Common Factors and the Exchange Rate: Results From the Brazilian Case. (2014). Jose Luiz Rossi Junior, ; Wilson Rafael de Oliveira Felicio, .
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  330. Exchange Rate Economics. (2014). Miller, Norman C..
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  331. International correlation risk. (2014). Mueller, Philippe ; Stathopoulos, Andreas ; Vedolin, Andrea.
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  332. Exchange rates, expected returns and risk: UIP unbound. (2014). Munro, Anella.
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  333. Optimal currency carry trade strategies. (2014). Olmo, Jose ; Laborda, Juan .
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  334. Currency excess returns and global downside market risk. (2014). Nitschka, Thomas ; Atanasov, Victoria .
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  335. Model uncertainty and the Forward Premium Puzzle. (2014). Djeutem, Edouard.
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  336. Is there momentum or reversal in weekly currency returns?. (2014). Visaltanachoti, Nuttawat ; Marshall, Ben ; Raza, Ahmad .
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  337. Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach. (2014). Li, Junye ; Yin, Weiwei .
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  338. Conditional risk premia in currency markets and other asset classes. (2014). Weber, Michael ; Maggiori, Matteo ; Lettau, Martin.
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  339. Countercyclical currency risk premia. (2014). Roussanov, Nikolai ; Verdelhan, Adrien ; Lustig, Hanno.
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  340. Foreign exchange risk and the predictability of carry trade returns. (2014). Tsiakas, Ilias ; Sarno, Lucio ; Cenedese, Gino.
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  341. The forward premium puzzle and the Euro. (2014). Nagayasu, Jun.
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  342. The long-run component of foreign exchange volatility and stock returns. (2014). Du, Ding ; Hu, OU.
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  343. Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand. (2014). Vithessonthi, Chaiporn.
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  344. Exchange Rates and Interest Parity. (2014). Engel, Charles.
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  345. Trade intensity and purchasing power parity. (2014). Doblas-Madrid, Antonio ; Cho, Dooyeon.
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  346. Forward premium anomaly of the British pound and the euro. (2014). Grossmann, Axel ; Lee, Allissa A. ; Simpson, Marc W..
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  347. Switching Risk Off: FX Correlations and Risk Premia. (2014). Beber, Alessandro ; Brandt, Michael ; Cen, Jason .
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  348. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
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  349. The two faces of cross-border banking flows: an investigation into the links between global risk, arms-length funding and internal capital markets. (2014). Reinhardt, Dennis ; Riddiough, Steven .
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  350. Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence. (2014). Peters, Gareth W. ; Ames, Matthew ; Kosmidis, Ioannis ; Bagnarosa, Guillaume.
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  351. Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades. (2014). Peters, Gareth W. ; Ames, Matthew ; Bagnarosa, Guillaume.
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  352. Systematic consumption risk in currency returns. (2013). Hoffmann, Mathias ; Suter, Rahel .
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  353. GDP mimicking portfolios and the cross-section of stock returns. (2013). Theissen, Erik ; Sebastian, Steffen ; Schindler, Felix ; Kroencke, Tim.
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  354. International Investors, Exchange Rates and Equity Prices. (2013). Baur, Dirk G ; Miyakawa, Isaac .
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  355. Insured Uncovered Interest Parity. (2013). Wald, John K ; Tse, Yiuman.
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  356. The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns. (2013). Nitschka, Thomas ; Atanasov, Victoria .
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  357. The forward premium puzzle and the euro. (2013). Nagayasu, Jun.
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  358. Currency excess returns and global downside market risk. (2013). Nitschka, Thomas ; Galsband, Victoria .
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  359. On financial risk and the safe haven characteristics of Swiss franc exchange rates. (2013). Nitschka, Thomas ; Grisse, Christian.
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  360. Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia. (2013). MacDonald, Ronald ; Huang, Huichou.
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  361. Commodity Trade and the Carry Trade: a Tale of Two Countries. (2013). Roussanov, Nikolai ; Ward, Colin ; Ready, Robert.
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  362. Exchange Rates and Interest Parity. (2013). Engel, Charles.
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  363. Conditional Risk Premia in Currency Markets and Other Asset Classes. (2013). Weber, Michael ; Maggiori, Matteo ; Lettau, Martin.
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  364. Liquidity and Exchange Rates. (2013). Rossi, Jose ; Rossi, Jose Luiz Junior, .
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  365. Common factors and the exchange rate: results from the Brazilian case. (2013). Rossi, Jose ; Felicio, Wilson Rafael de Oliveira, ; Rossi, Jose Luiz Junior, .
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  366. The market microstructure approach to foreign exchange: Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol L..
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  367. Dynamic expectation formation in the foreign exchange market. (2013). Zwinkels, Remco ; Verschoor, Willem ; ter Ellen, Saskia ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
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  368. The performance of NDF carry trades. (2013). Zhang, Hao ; Doukas, John A..
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  369. Carry trades and the performance of currency hedge funds. (2013). Valente, Giorgio ; Nucera, Federico.
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  370. Predictability of currency carry trades and asset pricing implications. (2013). Panayotov, George ; Bakshi, Gurdip .
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  371. Nonparametric correlation models for portfolio allocation. (2013). Casas, Isabel ; Aslanidis, Nektarios.
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  390. Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
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  393. A Comprehensive Look at Financial Volatility Prediction by Economic Variables. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Christiansen, Charlotte.
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