Results 11 to 20 of about 12,723,087 (291)
The Term Structure of Currency Carry Trade Risk Premia
American Economic Review, 2019 Fixing the investment horizon, the returns to currency carry trades decrease as the maturity of the foreign bonds increases. Across developed countries, the local currency term premia, which increase with the maturity of the bonds, offset the currency ...
Hanno Lustig +4 more
semanticscholar +3 more sources
Commodity Trade and the Carry Trade: a Tale of Two Countries
Journal of Finance, 2017 Robert Ready +2 more
semanticscholar +3 more sources
How raising interest rates can cause inflation and currency depreciation
Journal of Applied Economics, 2020 In this paper we derive a new model on exchange rate response to a lasting higher interest rate level. Contemporary models do not provide a convincing explanation for this relationship, but recent research suggests that models based on demand-pull ...
Jón Helgi Egilsson
doaj +1 more source
Economies, 2020 This paper examines the predictive power of time-varying risk aversion over payoffs to the carry trade strategy via the cross-quantilogram methodology.
Riza Demirer +3 more
doaj +1 more source
Carry trade as a speculative investment strategy in Serbia [PDF]
Industrija, 2012 This paper is analyses causes and the consequences of a speculative investment carry trade strategy in the exchange market in Serbia. The presence of such type of investor is related to high yields of risk free securities denominated in dinars, as well ...
Bungin Sanja +2 more
doaj +1 more source
Jurnal Perspektif Pembiayaan dan Pembangunan Daerah, 2021 International trade, an important economic activity, has affected the human environment in varying degrees since its beginning. This research will carry out calculations and analyses on Pakistan-ASEAN bilateral and technological trade flows at a ...
Muhammad Saqib Irshad +3 more
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Carry Trade and Capital Market Returns in South Africa
Journal of Risk and Financial Management, 2020 This paper assesses the extent to which carry trade operations affect the performance of equity and bond markets in a target country, South Africa, by considering the US and the euro area as the funding countries.
Lumengo Bonga‐Bonga +1 more
semanticscholar +1 more source
Remote Sensing, 2022 It is still difficult to obtain high-resolution and fast-updated NDVI data, and spatiotemporal fusion is an effective means to solve this problem.
Yunfeng Hu +4 more
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Carry Trade and Credit Crunch in the Spanish Economy
Papeles de Europa, 2014 This paper presents some factors which contribute and originate the current credit restrictions to companies and consumption during the crisis phase that have affected the Spanish economy is now experiencing.
Fernando Alonso, Pablo Blázquez
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Assessing the impact of technological progress on trade in COMESA: a PVECM approach [PDF]
International Trade, Politics and Development, 2022 Purpose – The present study investigates the extent to which technological progress influences trade in the Common Market for Eastern and Southern Africa (COMESA) region over the period 1990–2017.
Sheereen Fauzel
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