Determinants of carry trades in Central and Eastern Europe
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- A. Hoffmann, 2012. "Determinants of carry trades in Central and Eastern Europe," Applied Financial Economics, Taylor & Francis Journals, vol. 22(18), pages 1479-1490, September.
References listed on IDEAS
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- Hoffmann, Andreas, 2009. "An Overinvestment Cycle in Central and Eastern Europe?," MPRA Paper 15668, University Library of Munich, Germany.
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- Coudert, Virginie & Mignon, Valérie, 2013.
"The “forward premium puzzle” and the sovereign default risk,"
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- repec:bla:reviec:v:25:y:2017:i:4:p:695-710 is not listed on IDEAS
- Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr, 2017.
"Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks,"
Review of International Economics,
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- Juan Carlos Cuestas & Karsten Staehr & Fabio Filipozzi, 2015. "Uncovered interest parity in Central and Eastern Europe : expectations and structural breaks," Bank of Estonia Working Papers wp2015-4, Bank of Estonia, revised 30 Dec 2015.
- Kim, Suk-Joong, 2015. "Australian Dollar carry trades: Time varying probabilities and determinants," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 64-75.
- Auer, Benjamin R. & Hoffmann, Andreas, 2016. "Do carry trade returns show signs of long memory?," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 201-208.
More about this item
Keywordscarry trades; emerging markets; exchange rates;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-27 (All new papers)
- NEP-MAC-2012-02-27 (Macroeconomics)
- NEP-MON-2012-02-27 (Monetary Economics)
- NEP-TRA-2012-02-27 (Transition Economics)
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