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Foreign currency corporate borrowing: Risks and policy responses 智库出版物
2021
作者:  Viral Acharya;  Siddharth Vij
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Emerging markets  Carry trade  Macroprudential regulation  Foreign currency debt  
DP15313 The Economics of Currency Risk 智库出版物
2020
作者:  Tarek Hassan;  Tony Zhang
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Currency risk  Country risk  Capital flows  Uncovered interest parity  Carry trade  Forward premium puzzle  
DP14683 The Open-Economy ELB: Contractionary Monetary Easing and the Trilemma 智库出版物
2020
作者:  Damiano Sandri;  Paolo Cavallino
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
monetary policy  Collateral constraints  Carry trade  Currency mismatches  Spillovers  
DP14497 A century of arbitrage and disaster risk pricing in the foreign exchange market 智库出版物
2020
作者:  Giancarlo Corsetti;  Emile Marin
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Uncovered interest parity  Peso problem  Great depression  Currency crises  Carry trade  Fama puzzle  
DP13463 Good Carry, Bad Carry 智库出版物
2019
作者:  Geert Bekaert;  George Panayotov
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Currency carry trade  Predictability  Currency risk factors  
DP11970 The Quanto Theory of Exchange Rates 智库出版物
2017
作者:  Ian Martin
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Exchange rate forecast  exchange rate  Currency  Forecasting  Predictability  Carry trade  Quanto contracts  
International business cycle synchronisation: The role of financial linkages 智库出版物
2016
作者:  Ambrogio Cesa-Bianchi;  Jean Imbs;  Jumana Saleheen
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Carry trade  currency trade premium  Global imbalances  
DP11129 Currency Premia and Global Imbalances 智库出版物
2016
作者:  [unavailable]
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Currency risk premium  Global imbalances  Foreign exchange excess returns  Carry trade  
DP10926 The second wave of global liquidity: Why are firms acting like financial intermediaries? 智库出版物
2015
作者:  Andrew Powell;  Ugo Panizza;  Julián Caballero
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Bond issuance  Capital controls  Carry-trade  Corporate finance  Currency mismatches  
The role of bank guarantees in international trade 智库出版物
2014
作者:  Friederike Niepmann;  Tim Schmidt-Eisenlohr
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Forward premium puzzle  Currency carry trade  Currency risk premia