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Evidence of Carry Trade Activity
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Evidence of Carry Trade Activity (2007)Evidence of Carry Trade Activity‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow (2001)‘Once-in-a-generation’ yen vo…Taper Tantrums: Quantitative Easing, Its Aftermath, and Emerging Market Capital Flows (2020)Taper Tantrums: Quantitative …Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows (2017)Taper Tantrums: QE, its After…Foreign Currency Loans and Systemic Risk in Europe (2013)Foreign Currency Loans and Sy…Carry trade and foreign exchange rate puzzles (2013)Carry trade and foreign excha…The “forward premium puzzle” and the sovereign default risk (2012)The “forward premium puzzle” …Foreign exchange market efficiency under recent crises: Asia-Pacific focus (2012)Foreign exchange market effic…After the global financial crisis: From international to multinational banking? (2011)After the global financial cr…The architecture of global banking: from international to multinational? 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References

  • 2001‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow145 cited

Cited by

  • 2020Taper Tantrums: Quantitative Easing, Its Aftermath, and Emerging Market Capital Flows116 cited
  • 2010Speculative capital and currency carry trades106 cited
  • 2010Borrowing in foreign currency: Austrian households as carry traders90 cited
  • 2012Foreign exchange market efficiency under recent crises: Asia-Pacific focus78 cited
  • 2013Carry trade and foreign exchange rate puzzles74 cited
  • 2010The architecture of global banking: from international to multinational?70 cited
  • 2010Exchange Rates During Financial Crises61 cited
  • 2012The “forward premium puzzle” and the sovereign default risk61 cited
  • 2008Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors60 cited
  • 2017Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows59 cited
  • 2010Detecting Crowded Trades in Currency Funds59 cited
  • 2010Determinants of capital inflows into Asia: The relevance of contagion effects as push factors54 cited
  • 2013Foreign Currency Loans and Systemic Risk in Europe54 cited
  • 2009

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Trading the forward bias: Are there limits to speculation?
47 cited
  • 2007Risk in carry trades: a look at target currencies in Asia and the Pacific47 cited
  • 2011After the global financial crisis: From international to multinational banking?45 cited