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Journal of banking & finance
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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
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:
4
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:
5
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:
6
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:
7
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:
8
A revisit to the dependence structure between the stock and foreign exchange markets : a dependence-switching copula approach
Wang, Yi-chiuan
;
Wu, Yyh-lin
;
Lai, Yi-hao
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1706-1719
Persistent link: https://www.econbiz.de/10009729473
Saved in:
9
Extreme returns : the case of currencies
Osler, Carol
;
Savaser, Tanseli
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2868-2880
Persistent link: https://www.econbiz.de/10009373136
Saved in:
10
Asymmetric herding as a source of asymmetric return volatility
Park, Beum-jo
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2657-2665
Persistent link: https://www.econbiz.de/10009273272
Saved in:
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