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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of money, credit and banking : JMCB"
~subject:"Currency speculation"
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Currency speculation
Devisenmarkt
62
Foreign exchange market
62
Welt
19
World
19
Exchange rate
18
Wechselkurs
18
Volatility
17
Volatilität
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Theorie
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United States
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Kapitaleinkommen
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Währungsspekulation
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Exchange rate risk
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Market microstructure
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Marktmikrostruktur
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Währungsrisiko
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Currency derivative
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Währungsderivat
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Carry trade
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Portfolio selection
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Portfolio-Management
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Risikoprämie
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Efficient market hypothesis
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Ahmed, Shamim
1
Breedon, Francis J.
1
Cenedese, Gino
1
Darvas, Zsolt M.
1
Ding, Liang
1
Dupuy, Philippe
1
Egbers, Tom
1
Ferreira Filipe, Sara
1
Hutchison, Michael M.
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Ma, Jun
1
Neely, Christopher J.
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Nissinen, Juuso
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Rime, Dagfinn
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Sarno, Lucio
1
Suominen, Matti
1
Sushko, Vladyslav
1
Swinkels, Laurens
1
Tsiakas, Ilias
1
Valente, Giorgio
1
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1
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Journal of banking & finance
Journal of money, credit and banking : JMCB
Journal of international money and finance
20
NBER working paper series
13
NBER Working Paper
12
Discussion paper / Centre for Economic Policy Research
10
Journal of international financial markets, institutions & money
10
Working paper / National Bureau of Economic Research, Inc.
10
International review of financial analysis
7
CESifo working papers
6
International review of economics & finance : IREF
6
Wiley trading series
6
BIS quarterly review : international banking and financial market developments
5
Discussion papers / CEPR
5
Finance research letters
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Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
4
ECB Working Paper
4
Journal of financial economics
4
Wiley trading
4
Working paper
4
Working paper series / European Central Bank
4
Discussion paper / Deutsche Bundesbank
3
Economic modelling
3
Journal of financial markets
3
The Scandinavian journal of economics
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WIFO Working Paper
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2
Bundesbank Series 1 Discussion Paper
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CEPAL review
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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European economic review : EER
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Europäische Hochschulschriften / 5
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Fisher College of Business working paper series
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Global finance journal
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ECONIS (ZBW)
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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
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:
3
Carry trades, order flow, and the forward bias puzzle
Breedon, Francis J.
;
Rime, Dagfinn
;
Vitale, Paolo
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
6
,
pp. 1113-1134
Persistent link: https://www.econbiz.de/10011707918
Saved in:
4
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:
5
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
Saved in:
6
Can implied volatility predict returns on the currency carry trade?
Egbers, Tom
;
Swinkels, Laurens
- In:
Journal of banking & finance
59
(
2015
),
pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
Saved in:
7
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
8
Portfolio reallocation and exchange rate dynamics
Ding, Liang
;
Ma, Jun
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107
Saved in:
9
Lessons from the evolution of foreign exchange trading strategies
Neely, Christopher J.
;
Weller, Paul A.
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3783-3798
Persistent link: https://www.econbiz.de/10010126822
Saved in:
10
Impact of macro-economic surprises on carry trade activity
Hutchison, Michael M.
;
Sushko, Vladyslav
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1133-1147
Persistent link: https://www.econbiz.de/10009716241
Saved in:
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