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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~subject:"Asymmetrische Information"
~subject:"World"
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Search: subject_exact:"Currency speculation"
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Asymmetrische Information
World
Currency speculation
14
Währungsspekulation
14
Welt
11
Exchange rate risk
8
Währungsrisiko
8
Devisenmarkt
6
Foreign exchange market
6
Theorie
5
Theory
5
carry trade
5
Risikoprämie
4
Risk premium
4
Capital market returns
3
Estimation
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Interest rate parity
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uncovered interest parity
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1991
1
1994-2013
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2001-2011
1
Algorithm
1
Algorithmic trading
1
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1
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1
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Menkhoff, Lukas
2
Sarno, Lucio
2
Schmeling, Maik
2
Schrimpf, Andreas
2
Taylor, Mark P.
2
Accominotti, Olivier
1
Bekaert, Geert
1
Cen, Jason
1
Chaboud, Alain P.
1
Chambers, David
1
Chiquoine, Benjamin
1
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1
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1
Hassan, Tarek A.
1
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1
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1
Marin, Emile
1
Marsh, Ian
1
Mueller, Philippe
1
Panayotov, George
1
Rapach, David E.
1
Ready, Robert
1
Roussanov, Nikolai
1
Tahbaz-Salehi, Alireza
1
Vedolin, Andrea
1
Vega, Clara
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Ward, Colin
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Discussion papers / CEPR
The journal of finance : the journal of the American Finance Association
Journal of international money and finance
14
Working paper / National Bureau of Economic Research, Inc.
11
Journal of banking & finance
10
NBER working paper series
10
BIS quarterly review : international banking and financial market developments
9
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NBER Working Paper
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7
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ECONIS (ZBW)
11
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1
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
Saved in:
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
Saved in:
7
Commodity Trade and the Carry Trade : a tale of two countries
Ready, Robert
;
Roussanov, Nikolai
;
Ward, Colin
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2629-2684
Persistent link: https://www.econbiz.de/10012160144
Saved in:
8
Exchange rates and monetary policy uncertainty
Mueller, Philippe
;
Tahbaz-Salehi, Alireza
;
Vedolin, Andrea
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1213-1252
Persistent link: https://www.econbiz.de/10011738690
Saved in:
9
Information flows in foreign exchange markets : dissecting customer currency trades
Menkhoff, Lukas
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
The journal of finance : the journal of the American …
71
(
2016
)
2
,
pp. 601-634
Persistent link: https://www.econbiz.de/10011482338
Saved in:
10
Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain P.
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2045-2084
Persistent link: https://www.econbiz.de/10010489675
Saved in:
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