Carry Trades, Order Flow, and the Forward Bias Puzzle

Author:

BREEDON FRANCIS,RIME DAGFINN,VITALE PAOLOORCID

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference55 articles.

Cited by 18 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. Importance of transaction costs for asset allocation in foreign exchange markets;Journal of Financial Economics;2024-09

2. The currency that came in from the cold: Capital controls and the information content of order flow;Journal of International Money and Finance;2023-11

3. Sovereign Credit Default Swaps and the Currency Forward Bias;Journal of International Financial Markets, Institutions and Money;2023-07

4. Currency denomination and borrowing cost: Evidence from global bonds;Journal of Multinational Financial Management;2022-12

5. Currency Denomination and Borrowing Cost: Evidence from Global Bonds;SSRN Electronic Journal;2022

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