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Exchange rate risk
48
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Bartram, Söhnke M.
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Journal of banking & finance
Journal of empirical finance
IMF Working Papers
122
IMF Staff Country Reports
112
Journal of international money and finance
70
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60
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50
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49
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34
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ECONIS (ZBW)
48
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1
Currency carry trades and global funding risk
Ferreira Filipe, Sara
;
Nissinen, Juuso
;
Suominen, Matti
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014462534
Saved in:
2
The cost of foreign-currency lending
Delēs, Manthos D.
;
Politsidis, Panagiotis N.
;
Sarno, Lucio
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013448767
Saved in:
3
Risk-adjusted return managed carry trade
Dupuy, Philippe
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
Saved in:
4
Currency matching by non-financial corporations
Harasztosi, Péter
;
Kátay, Gábor
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226098
Saved in:
5
Global macro risks in currency excess returns
Berg, Kimberly A.
;
Mark, Nelson C.
- In:
Journal of empirical finance
45
(
2018
),
pp. 300-315
Persistent link: https://www.econbiz.de/10012102432
Saved in:
6
Conditional co-skewness and safe-haven currencies : a regime switching approach
Chan, Kalok
;
Yang, Jian
;
Zhou, Yinggang
- In:
Journal of empirical finance
48
(
2018
),
pp. 58-80
Persistent link: https://www.econbiz.de/10012109268
Saved in:
7
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
8
Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
; …
- In:
Journal of banking & finance
62
(
2016
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
Saved in:
9
Currency momentum, carry trade, and market illiquidity
Orlov, Vitaly
- In:
Journal of banking & finance
67
(
2016
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011634601
Saved in:
10
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
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