SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Arbitrage Capital and Currency Carry Trade Returns · Study

PreprintShelves

PreprintArbitrage Capital and Currency Carry Trade Returns

Petri Jylhä2008

OA

Preprintgreen2008

Arbitrage Capital and Currency Carry Trade Returns

Petri Jylhä · Matti Suominen · Jussi-Pekka Lyytinen

25 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Monetary Policy and Economic Impact Global Financial Crisis and Policies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 25 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 2003Testing for unit roots in heterogeneous panels 2008Market Liquidity and Funding Liquidity 1984Forward and spot exchange rates 1924A Tract on Monetary Reform 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers 2002Equilibrium and welfare in markets with financially constrained arbitrageurs 1996The forward discount anomaly and the risk premium: A survey of recent evidence

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2010Speculative capital and currency carry tradesarticle · 30 shared references 2018Forward and Spot Exchange Rates in a Multi-Currency World*article · 13 shared references 2012Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzlearticle · 12 shared references 2013Exchange Rates and Interest Parityreport · 12 shared references 2014Forward and Spot Exchange Rates in a Multi-currency Worldreport · 12 shared references 2011Global Asset Pricingreview · 11 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.1107797

openalex_workW1528758248

Links

Imported from OpenAlex (CC0) — nothing here is generated.