Currency Regimes and the Carry Trade
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- Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W., 2019. "Currency Regimes and the Carry Trade," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(5), pages 2233-2260, October.
- Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W., 2019. "Currency regimes and the carry trade," LSE Research Online Documents on Economics 100239, London School of Economics and Political Science, LSE Library.
References listed on IDEAS
- Derek H. Aldcroft & Michael J. Oliver, 1998. "Exchange Rate Regimes in the Twentieth Century," Books, Edward Elgar Publishing, number 865.
- James, Harold, 2012. "Making the European Monetary Union," Economics Books, Harvard University Press, number 9780674066830, Spring.
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"The Gold Pool (1961-1968) and the Fall of the Bretton Woods System. Lessons for Central Bank Cooperation,"
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- Bordo, Michael D & Monnet, Eric & Naef, Alain, 2017. "The Gold Pool (1961-1968) and the fall of the Bretton Woods system. Lessons for central bank cooperation," CEPR Discussion Papers 12425, C.E.P.R. Discussion Papers.
- Michael Bordo & Eric Monnet & Alain Naef, 2019. "The Gold Pool (1961–1968) and the Fall of the Bretton Woods System: Lessons for Central Bank Cooperation," PSE-Ecole d'économie de Paris (Postprint) halshs-02491748, HAL.
- Zuzana Rowland & George Lazaroiu & Ivana Podhorská, 2020. "Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate," Risks, MDPI, Open Access Journal, vol. 9(1), pages 1-21, December.
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More about this item
Keywords
carry trade; Exchange Rate Regime;JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- N20 - Economic History - - Financial Markets and Institutions - - - General, International, or Comparative
NEP fields
This paper has been announced in the following NEP Reports:- NEP-HIS-2019-03-18 (Business, Economic & Financial History)
- NEP-OPM-2019-03-18 (Open Economy Macroeconomics)
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