Empirical evidence on the currency carry trade, 1900–2012-Reference-Cited by-同舟云学术

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Empirical evidence on the currency carry trade, 1900–2012

Published:2015-03 Issue: Volume:51 Page:370-389
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Doskov Nikolay,Swinkels Laurens^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. The Returns to Currency Trading: Evidence from the Interwar Period;Accominotti,2013

2. The ‘speculative efficiency’ hypothesis;Bilson;J. Bus.,1981

3. Carry trades and currency crashes;Brunnermeier;NBER Macroecon. Annu.,2008

4. Do peso problems explain the returns to the carry trade?;Burnside;Rev. Financ. Stud.,2011

5. Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period;Byers;Econ. Lett.,1991

Cited by 22 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The out-of-sample performance of carry trades;Journal of International Money and Finance;2024-05

2. Alternative risk premium: specification noise;Journal of Asset Management;2023-09-12

3. Do the carry trades respond to geopolitical risks? Evidence from BRICS countries;Economic Systems;2022-06

4. Global factor premiums;Journal of Financial Economics;2021-12

5. The ABC’s of the alternative risk premium: academic roots;Journal of Asset Management;2021-08-22

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