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The U.S. Dollar and variance risk premia imbalances
Kjær, Mads Markvart, (2025)
Cash flows, currency risk, and the cost of capital
Du, Ding, (2014)
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui, (2021)
First- and second-moment exchange rate exposure : evidence from US stock returns
Koutmos, Gregory, (2003)
Currency bid-ask spread dynamics and the Asian crisis : evidence across currency regimes
Koutmos, Gregory, (2011)
First and Second Moment Exchange Rate Exposure : Evidence from U.S. Stock Returns