Does previous carry trade position affect following investors' decision-making and carry returns?-Reference-Cited by-同舟云学术

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Does previous carry trade position affect following investors' decision-making and carry returns?

Published:2022-03 Issue: Volume:80 Page:102056
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Zhang Ziyun,Chen Su,Li Bo

Funder

National Social Science Fund Youth Project

National Office for Philosophy and Social Sciences

European Central Bank

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Measuring liquidity risk effects on carry trades across currencies and regimes;Abankwa;Journal of Multinational Financial Management,2021

2. Macroeconomic determinants of carry trade activity;Anzuini;Review of International Economics,2012

3. Global macro risks in currency excess returns;Berg;Journal of Empirical Finance,2018

4. Measures of global uncertainty and carry-trade excess returns;Berg;Journal of International Money and Finance,2018

5. Carry trades and currency crashes;Brunnermeier;NBER Macroeconomics Annual,2008

Cited by 2 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. A new way of measuring effects of financial crisis on contagion in currency markets;International Review of Financial Analysis;2023-11

2. Volatility transmitter or receiver? Investigating dynamic connectedness between the carry trade and financial markets;Borsa Istanbul Review;2023-05

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