Hedge fund activity and carry trades
In: Research on global financial stability: the use of BIS international financial statistics
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References listed on IDEAS
- Patrick McGuire & Eli Remolona & Kostas Tsatsaronis, 2005. "Time-varying exposures and leverage in hedge funds," BIS Quarterly Review, Bank for International Settlements, March.
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- Darvas, Zsolt, 2009.
"Leveraged carry trade portfolios,"
Journal of Banking & Finance,
Elsevier, vol. 33(5), pages 944-957, May.
- Zsolt Darvas, 2008. "Leveraged Carry Trade Portfolios," IEHAS Discussion Papers 0822, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
- Zsolt Darvas, 2008. "Leveraged carry trade portfolios," Working Papers 0802, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 18 Jun 2008.
- Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz, 2008. "Hedge Fund Contagion and Liquidity," NBER Working Papers 14068, National Bureau of Economic Research, Inc.
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