RobHayward's uip [23 articles] Export

Recent papers added to RobHayward's library classified by the tag uip. You can also see everyone's uip.

	The US dollar shortage in global banking [My Copy] BIS Quarterly Review (March 2009) by Patrick Mcguire, Goetz von Peter posted to bank finance liquidity uip by RobHayward on 2009-04-01 13:42:50 as
	Leveraged carry trade portfolios [My Copy] Journal of Banking & Finance, Vol. 33, No. 5. (May 2009), pp. 944-957. by Zsolt Darvas posted to fx hedge uip by RobHayward on 2009-03-01 11:40:10 as
	Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers [My Copy] (August 2008) by Momtchil Pojarliev, Richard M. Levich posted to emh fund fx hedge uip by RobHayward on 2008-09-26 09:42:57 as
	Crash-Neutral Currency Carry Trades [My Copy] (October 2007) by Jakub W. Jurek posted to hedge tails uip by RobHayward on 2008-09-19 09:31:33 as
	Covered Interest Arbitrage: Unexploited Profits? [My Copy] Journal of Political Economy (April 1975), pp. 325-328. by Jacob A. Frenkel, Richard M. Levich posted to fx uip by RobHayward on 2008-09-11 10:46:43 as
	Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets [My Copy] Working Papers (143), No. 143. (May 2008) by Christian Wagner posted to behaviour fx uip by RobHayward on 2008-08-12 16:09:58 as
	Speculative dynamics and the role of feedback traders [My Copy] American Economic Review, Vol. 80, No. 2. (May 1990), pp. 63-69. by Lawrence H. Summers, James M. Poterba, David M. Cutler posted to behaviour emh equity momentum uip by RobHayward on 2008-08-05 11:26:36 as
	Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market [My Copy] Carnegie-Rochester Conference Series on Public Policy, Vol. 11 (1979), pp. 9-57. by Michael Mussa posted to behaviour fx uip by RobHayward on 2008-08-05 09:46:16 as
	The forward discount anomaly and the risk premium: A survey of recent evidence [My Copy] Journal of Empirical Finance, Vol. 3, No. 2. (June 1996), pp. 123-192. by Charles Engel posted to forward fx uip by RobHayward on 2008-08-05 06:35:31 as
	Forward Discount Bias: Is it an Exchange Risk Premium? [My Copy] The Quarterly Journal of Economics, Vol. 104, No. 1. (1989), pp. 139-161. by Kenneth A. Froot, Jeffrey A. Frankel posted to behaviour fx information uip by RobHayward on 2008-08-04 18:03:16 as
	Fixes: Of the Forward Discount Puzzle [My Copy] The Review of Economics and Statistics, Vol. 78, No. 4. (1996), pp. 748-752. by Robert P. Flood, Andrew K. Rose posted to behaviour fx uip by RobHayward on 2008-08-04 17:39:56 as
	Investor Overconfidence and the Forward Discount Puzzle [My Copy] (August 2006) by Bing Han, David Hirshleifer, Tracy Y. Wang posted to behaviour fx overconfidence uip by RobHayward on 2008-07-31 14:34:37 as
	The forward premium puzzle: different tales from developed and emerging economies [My Copy] Journal of International Economics, Vol. 51, No. 1. (June 2000), pp. 115-144. by Ravi Bansal, Magnus Dahlquist posted to fx uip by RobHayward on 2008-07-31 14:15:44 as
	The Forward Market in Emerging Currencies: Less Biased than in Major Currencies [My Copy] (September 2004) by Jeffrey Frankel, Jumana Poonawala posted to fx uip by RobHayward on 2008-07-31 13:47:56 as
	Monetary Policy and Long-Horizon Uncovered Interest Parity [My Copy] IMF Staff Papers, Vol. 51, No. 3. (2004) by Menzie Chinn, Guy Meredith posted to fx uip by RobHayward on 2008-07-31 13:36:09 as
	Japan's Currency Intervention: Policy Issues [My Copy] by Dick K. Nanto posted to fx japan uip by RobHayward on 2008-07-31 12:43:35 as
	The Broad Yen Carry Trade [My Copy] IMES Discussion Paper, No. E-19. (2007) by Masazumi Hattori, Hyun S. Shin posted to bank finance flow uip by RobHayward on 2008-07-31 11:45:08 as
	Interest Rate Parity: Some New Evidence [My Copy] Bulletin of Economic Research, Vol. 41, No. 3. (1989), pp. 255-274. by Ronald Macdonald, Mark P. Taylor posted to expectations fx information uip by RobHayward on 2008-07-29 20:35:43 as
	Minsky's Theory of Financial Crises in a Global Context [My Copy] Journal of Economic Issues, Vol. XXXVI, No. 2. (June 2002) by Martin H. Wolfson posted to behaviour bubble flow fx regulation uip by RobHayward on 2008-07-10 11:57:03 as
	What Can the Data Tell US about Carry Trades in Japanese Yen? [My Copy] International Financial Discussion Papers, No. 899. (July 2007) by Joseph E. Gagnon, Alain P. Chaboud posted to behaviour bubble fx uip by RobHayward on 2008-07-10 09:19:06 as
	Carry Trades and Currency Crashes [My Copy] (March 2008) by Markus K. Brunnermeier, Stefan Nagel, Lasse H. Pedersen posted to behaviour bubble fx uip by RobHayward on 2008-07-10 09:15:29 as
	Interest Parity [My Copy] by Menzie D. Chinn posted to uip by RobHayward on 2008-07-09 11:55:32 as
	Uncovered Interest Parity [My Copy] Working Paper No. 06/96 by Peter Isard posted to fx uip by RobHayward on 2006-04-24 19:21:00 as

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finance	153
fx	146
behaviour	111
emh	61
bank	44
flow	39
bop	38
momentum	38
capm	34
econometrics	34
microstructure	34
fm	32
markets	31
equity	28
sentiment	28
volatility	28
economics	25
risk	25
agency	23
information	23
uip	23
bubble	20
development	18
hedge	18
trading	18
noise	17
governance	16
globalisation	14
options	14
business	13
derivative	13
reserves	13
expectations	12
garch	11
money	11
option	11
smile	11
open-economy	10
portfolio	10
forecast	9
liquidity	9
bond	8
emu	8
fund	8
credit	7
firm	7
innovation	7
time-series	7
capital	6
macro	6
beta	5
china	5
ppp	5
regulation	5
tails	5
commodities	4
forward	4
lop	4
nonlinear	4
oca	4
pension	4
sme	4
sudden-stops	4
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education	3
exchange	3
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RobHayward's uip [23 articles] Export

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