SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

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

Business cycles and currency returns · Study

ArticleShelves

ArticleBusiness cycles and currency returns

Riccardo Colacito2020

OA

Articlegreen2020

Business cycles and currency returns

Riccardo Colacito · Steven Riddiough · Lucio Sarno

100 citations·0/0 files stored·Journal of Financial Economics

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 — 100 citations exist upstream.

References

1997Postwar U.S. Business Cycles: An Empirical Investigation 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1983Empirical exchange rate models of the seventies 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series 1996The Conditional CAPM and the Cross-Section of Expected Returns 2013Value and Momentum Everywhere 1998Monetary policy rules in practice 2011Time Series Momentum

Cited by

2023Currency Risk Premiums Redux 2024Geopolitical risk and currency returns 2021Dissecting currency momentum 2022A reconsideration of the failure of uncovered interest parity for the U.S. dollar

Related works

Explore the map →

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

2018Global Currency Hedging with Common Risk Factorsarticle · 21 shared references 2023Currency Risk Premiums Reduxarticle · 21 shared references 2019Economic momentum and currency returnsarticle · 19 shared references 2021Equity tail risk and currency risk premiumsarticle · 19 shared references 2021Exchange Rates and Sovereign Riskarticle · 17 shared references 2017The Share of Systematic Variation in Bilateral Exchange Ratesarticle · 16 shared references

Details

Year2020

Typearticle

Published2020-05-04

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations100

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jfineco.2020.04.005

openalex_workW2594616129

Links

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