This paper examines the predictive power of time-varying risk aversion over payoffs to the carry trade strategy via the cross-quantilogram methodology. Our analysis yields significant evidence of directional predictability from risk aversion to daily carry trade returns tracked by the Deutsche...

As technology continues to revolutionise today’s economy, Big Data, Blockchain and Cryptocurrency are rapidly transforming themselves into mainstream functions within the financial services industry. This book examines each concept individually, analysing the opportunities and challenges they...

As technology continues to revolutionise today’s economy, Big Data, Blockchain and Cryptocurrency are rapidly transforming themselves into mainstream functions within the financial services industry. This book examines each concept individually, analysing the opportunities and challenges they...