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Hedge fund activity and carry trades

In: Research on global financial stability: the use of BIS international financial statistics


  • Chris Becker

    (Reserve Bank of Australia)

  • Kristina Clifton

    (Reserve Bank of Australia)


No abstract is available for this item.

Suggested Citation

  • Chris Becker & Kristina Clifton, 2007. "Hedge fund activity and carry trades," CGFS Papers chapters,in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 156-175 Bank for International Settlements.
  • Handle: RePEc:bis:biscgc:29-08

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    References listed on IDEAS

    1. 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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    Cited by:

    1. Darvas, Zsolt, 2009. "Leveraged carry trade portfolios," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 944-957, May.
    2. 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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