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Arbitrage Capital and Currency Carry Trade Returns
16 references·0 citing·45 second hop
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1924A Tract on Monetary Reform1,287 cited
  • 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers1,198 cited
  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 2004Hedge Fund Benchmarks: A Risk-Based Approach1,029 cited
  • 1996Testing Continuous-Time Models of the Spot Interest Rate923 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 2008Hedge Funds: Performance, Risk, and Capital Formation660 cited
  • 2008Carry Trades and Currency Crashes654 cited
  • 2003High‐Water Marks and Hedge Fund Management Contracts

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