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Explaining the returns of active currency managers

In: Portfolio and risk management for central banks and sovereign wealth funds

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  • Sam Nasypbek

    (World Bank)

  • Scheherazade S Rehman

    (George Washington University and EU Research Centre)

Abstract

No abstract is available for this item.

Suggested Citation

  • Sam Nasypbek & Scheherazade S Rehman, 2011. "Explaining the returns of active currency managers," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 211-256, Bank for International Settlements.
  • Handle: RePEc:bis:bisbpc:58-11
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    File URL: http://www.bis.org/publ/bppdf/bispap58j.pdf
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    References listed on IDEAS

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    7. Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia, 2005. "Empirical exchange rate models of the nineties: Are any fit to survive?," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1150-1175, November.
    8. Bekaert, Geert & Hodrick, Robert J., 1993. "On biases in the measurement of foreign exchange risk premiums," Journal of International Money and Finance, Elsevier, vol. 12(2), pages 115-138, April.
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    Cited by:

    1. Li, Chenlu & Li, Baibing & Tee, Kai-Hong, 2020. "Are hedge funds active market liquidity timers?," International Review of Financial Analysis, Elsevier, vol. 67(C).

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