Matches in SemOpenAlex for { <https://semopenalex.org/work/W2064796634> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2064796634 abstract "We study the properties of the carry trade, a currency speculation strategy in which an investor borrows low-interest-rate currencies and lends high-interest-rate currencies. This strategy generates payoffs which are on average large and uncorrelated with traditional risk factors. We investigate whether these payoffs reflect a peso problem. We argue that they do. We reach this conclusion by analyzing the payoffs to the hedged carry trade, in which an investor uses currency options to protect himself from the downside risk from large, adverse movements in exchange rates" @default.
- W2064796634 created "2016-06-24" @default.
- W2064796634 creator A5041615721 @default.
- W2064796634 creator A5052725852 @default.
- W2064796634 creator A5056643686 @default.
- W2064796634 creator A5080257197 @default.
- W2064796634 date "2010-01-01" @default.
- W2064796634 modified "2023-10-17" @default.
- W2064796634 title "Do Peso Problems Explain the Returns to the Carry Trade?" @default.
- W2064796634 cites W1484369886 @default.
- W2064796634 cites W1575345035 @default.
- W2064796634 cites W1995834279 @default.
- W2064796634 cites W2008556354 @default.
- W2064796634 cites W2012301648 @default.
- W2064796634 cites W2014405898 @default.
- W2064796634 cites W2025670968 @default.
- W2064796634 cites W2028995298 @default.
- W2064796634 cites W2030441490 @default.
- W2064796634 cites W2036993654 @default.
- W2064796634 cites W2053877379 @default.
- W2064796634 cites W2086670065 @default.
- W2064796634 cites W2095543111 @default.
- W2064796634 cites W2104795328 @default.
- W2064796634 cites W2126554688 @default.
- W2064796634 cites W2140366551 @default.
- W2064796634 cites W2168647820 @default.
- W2064796634 cites W2291303819 @default.
- W2064796634 cites W3121601818 @default.
- W2064796634 cites W3121974517 @default.
- W2064796634 cites W3122055208 @default.
- W2064796634 cites W3122056477 @default.
- W2064796634 cites W3124475197 @default.
- W2064796634 cites W3124618050 @default.
- W2064796634 cites W3125279569 @default.
- W2064796634 cites W3125398202 @default.
- W2064796634 cites W3126049661 @default.
- W2064796634 cites W3126059480 @default.
- W2064796634 cites W3126141286 @default.
- W2064796634 cites W3142126553 @default.
- W2064796634 cites W4206705792 @default.
- W2064796634 cites W4297981223 @default.
- W2064796634 doi "https://doi.org/10.2139/ssrn.1596287" @default.
- W2064796634 hasPublicationYear "2010" @default.
- W2064796634 type Work @default.
- W2064796634 sameAs 2064796634 @default.
- W2064796634 citedByCount "61" @default.
- W2064796634 countsByYear W20647966342012 @default.
- W2064796634 countsByYear W20647966342013 @default.
- W2064796634 countsByYear W20647966342014 @default.
- W2064796634 countsByYear W20647966342015 @default.
- W2064796634 countsByYear W20647966342016 @default.
- W2064796634 countsByYear W20647966342017 @default.
- W2064796634 countsByYear W20647966342019 @default.
- W2064796634 crossrefType "journal-article" @default.
- W2064796634 hasAuthorship W2064796634A5041615721 @default.
- W2064796634 hasAuthorship W2064796634A5052725852 @default.
- W2064796634 hasAuthorship W2064796634A5056643686 @default.
- W2064796634 hasAuthorship W2064796634A5080257197 @default.
- W2064796634 hasBestOaLocation W20647966342 @default.
- W2064796634 hasConcept C10138342 @default.
- W2064796634 hasConcept C144133560 @default.
- W2064796634 hasConcept C162324750 @default.
- W2064796634 hasConcept C2776299755 @default.
- W2064796634 hasConcept C556758197 @default.
- W2064796634 hasConceptScore W2064796634C10138342 @default.
- W2064796634 hasConceptScore W2064796634C144133560 @default.
- W2064796634 hasConceptScore W2064796634C162324750 @default.
- W2064796634 hasConceptScore W2064796634C2776299755 @default.
- W2064796634 hasConceptScore W2064796634C556758197 @default.
- W2064796634 hasLocation W20647966341 @default.
- W2064796634 hasLocation W20647966342 @default.
- W2064796634 hasLocation W20647966343 @default.
- W2064796634 hasLocation W20647966344 @default.
- W2064796634 hasOpenAccess W2064796634 @default.
- W2064796634 hasPrimaryLocation W20647966341 @default.
- W2064796634 hasRelatedWork W2017743522 @default.
- W2064796634 hasRelatedWork W2048682614 @default.
- W2064796634 hasRelatedWork W2107030037 @default.
- W2064796634 hasRelatedWork W2108954098 @default.
- W2064796634 hasRelatedWork W2379283047 @default.
- W2064796634 hasRelatedWork W2617346040 @default.
- W2064796634 hasRelatedWork W2793322223 @default.
- W2064796634 hasRelatedWork W3123204756 @default.
- W2064796634 hasRelatedWork W4255972572 @default.
- W2064796634 hasRelatedWork W4378174678 @default.
- W2064796634 isParatext "false" @default.
- W2064796634 isRetracted "false" @default.
- W2064796634 magId "2064796634" @default.
- W2064796634 workType "article" @default.