Narrow search
Showing 41 - 50 of 237,948
Cover Image
On the predictability of carry trade returns : the case of the Chinese Yuan
Cheong, Calvin W. H.; Sinnakkannu, Jothee; Ramasamy, … - In: Research in international business and finance 39 (2017), pp. 358-376
Persistent link: https://www.econbiz.de/10011876500
Cover Image
Foreign exchange predictability during the financial crisis : implications for carry trade profitability
Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - 2015
In this paper, we study the effectiveness of carry trade strategies during and after the financial crisis using a flexible approach to modeling currency returns. We decompose the currency returns into multiplicative sign and absolute return components, which exhibit much greater predictability...
Persistent link: https://www.econbiz.de/10011313235
Cover Image
Exchange rate bubbles: some new evidence
Booth, Elizabeth B. - In: Rivista internazionale di scienze economiche e … 34 (1987) 11, pp. 1053-1068
Persistent link: https://www.econbiz.de/10001058411
Cover Image
International competitiveness and speculative foreign exchange markets
Catterall, Ross - In: Dimensions of competitiveness : issues and policies, (pp. 221-239). 2000
Persistent link: https://www.econbiz.de/10001554229
Cover Image
Aggregate trading behaviour of technical models and the yen-dollar exchange rate 1976 - 2007
Schulmeister, Stephan - 2008
Persistent link: https://www.econbiz.de/10003852166
Cover Image
Profitability of technical currency speculation : the case of yen-dollar trading 1976 - 2007
Schulmeister, Stephan - 2008
Persistent link: https://www.econbiz.de/10003852167
Cover Image
The long or short of it : determinants of foreign currency exposure in external balance sheets
Lane, Philip R.; Shambaugh, Jay C. - 2009
Persistent link: https://www.econbiz.de/10003837096
Cover Image
Aggregate trading behaviour of technical models and the yen/dollar exchange rate : 1976- 2007
Schulmeister, Stephan - In: Japan and the world economy : international journal of … 21 (2009) 3, pp. 270-279
Persistent link: https://www.econbiz.de/10003881986
Cover Image
The long or short of it : determinants of foreign currency exposure in external balance sheets
Lane, Philip R.; Shambaugh, Jay C. - In: Journal of international economics 80 (2010) 1, pp. 33-44
Persistent link: https://www.econbiz.de/10003941024
Cover Image
Properties of foreign exchange risk premiums
Sarno, Lucio; Schneider, Paul; Wagner, Christian - In: Journal of financial economics 105 (2012) 2, pp. 279-310
Persistent link: https://www.econbiz.de/10009666833