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~accessRights:"restricted"
~isPartOf:"CESifo working papers"
~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"Discussion papers / CEPR"
~source:"econis"
~type_genre:"Non-commercial literature"
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Currency speculation
6
Welt
6
World
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Währungsspekulation
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Devisenmarkt
5
Exchange rate risk
5
Foreign exchange market
5
Währungsrisiko
5
carry trade
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Interest rate parity
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Theorie
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Theory
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Zinsparität
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Risikoprämie
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uncovered interest parity
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Estimation
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Exchange Rate Regime
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Foreign exchange
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Taylor, Mark P.
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Accominotti, Olivier
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Bekaert, Geert
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Cen, Jason
1
Chambers, David
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Corsetti, Giancarlo
1
Filippou, Ilias
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Hassan, Tarek A.
1
Hsu, Po-Hsuan
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Marin, Emile
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Marsh, Ian
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Panayotov, George
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26
Working paper / National Bureau of Economic Research, Inc.
10
Charles A. Dice Center Working Paper
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Fisher College of Business working paper series
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University of St.Gallen, School of Finance Research Paper
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ECONIS (ZBW)
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A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo
;
Marin, Emile
-
2020
Persistent link: https://www.econbiz.de/10012214844
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2
Exchange rate prediction with machine learning and a smart carry trade portfolio
Filippou, Ilias
;
Rapach, David E.
;
Taylor, Mark P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012305708
Saved in:
3
The economics of currency risk
Hassan, Tarek A.
;
Zhang, Tony
-
2020
Persistent link: https://www.econbiz.de/10012306006
Saved in:
4
The out-of-sample performance of carry trades
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
-
2020
Persistent link: https://www.econbiz.de/10012249972
Saved in:
5
Good carry, bad carry
Bekaert, Geert
;
Panayotov, George
-
2019
Persistent link: https://www.econbiz.de/10012051703
Saved in:
6
Currency regimes and the carry trade
Accominotti, Olivier
;
Cen, Jason
;
Chambers, David
; …
-
2019
Persistent link: https://www.econbiz.de/10012126031
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