Search Results - subject:"Currency speculation"

Measuring liquidity risk effects on carry trades across currencies and regimes

Abankwa, Samuel; Blenman, Lloyd P. - In: Journal of multinational financial management 60 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012794687

Attractive and non-attractive currencies

Dupuy, Philippe; James, Jessica; Marsh, Ian W. - In: Journal of international money and finance 110 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012794951

Stock returns and carry trades

Chen, Zilin; Gang, Jianhua; Qian, Zongxin - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013188433

A Virtual Example of Currencies Portfolio by Implying Hedgers, Arbitrageurs and Speculators. How to Balance Their Emotions Based on the Greek Christian Orthodox Approach

Guirguis, Michel - 2021

In this article, we use a virtual example of currencies portfolio by implying hedgers, arbitrageurs and speculators and how to balance their emotions based on the Greek Christian Orthodox approach. Arbitrageurs or rational investors would open a short position to the system of expensive...

Persistent link: https://www.econbiz.de/10013232523

[enter Paper Title]Measuring Liquidity Risk Effects on Carry Trades across Currencies and Regimes

Blenman, Lloyd P. - 2021

We study the effects of FX liquidity risk on carry trade returns using a novel low-frequency market-wide liquidity measure. We show conclusively that the vast majority of variation in carry trade returns can be explained by two risk factors (liquidity risk and market risk). Our results are...

Persistent link: https://www.econbiz.de/10013246552