Measuring carry trade activity
In: Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010
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References listed on IDEAS
- Thomas Klitgaard & Laura Weir, 2004. "Exchange rate changes and net positions of speculators in the futures market," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 17-28.
- Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009. "Carry Trades and Currency Crashes," NBER Chapters,in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347 National Bureau of Economic Research, Inc.
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- Hossfeld, Oliver & MacDonald, Ronald, 2015.
"Carry funding and safe haven currencies: A threshold regression approach,"
Journal of International Money and Finance,
Elsevier, vol. 59(C), pages 185-202.
- Hossfeld, Oliver & MacDonald, Ronald, 2014. "Carry funding and safe haven currencies: A threshold regression approach," Discussion Papers 34/2014, Deutsche Bundesbank.
- Oliver Hossfeld & Ronald MacDonald, 2014. "Carry Funding and Safe Haven Currencies: A Threshold Regression Approach," CESifo Working Paper Series 5117, CESifo Group Munich.
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