Narrow search
Showing 1 - 6 of 6
Cover Image
Covered interest parity arbitrage
Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - In: The review of financial studies 35 (2022) 11, pp. 5185-5227
Persistent link: https://www.econbiz.de/10013400160
Cover Image
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
Cover Image
Common risk factors in currency markets
Lustig, Hanno; Roussanov, Nikolai; Verdelhan, Adrien - In: The review of financial studies 24 (2011) 11, pp. 3731-3777
Persistent link: https://www.econbiz.de/10009381413
Cover Image
The anatomy of the global FX market through the lens of the 2013 Triennial Survey
Rime, Dagfinn; Schrimpf, Andreas - In: BIS quarterly review : international banking and … (2013), pp. 27-43
Persistent link: https://www.econbiz.de/10010226801
Cover Image
Countercyclical currency risk premia
Lustig, Hanno; Roussanov, Nikolai; Verdelhan, Adrien - In: Journal of financial economics 111 (2014) 3, pp. 527-553
Persistent link: https://www.econbiz.de/10010375937
Cover Image
The $4 trillion question: what explains FX growth since the 2007 survey?
King, Michal R.; Rime, Dagfinn - In: BIS quarterly review : international banking and … (2010), pp. 27-42
Persistent link: https://www.econbiz.de/10008772163