Search results
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Title
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EXCHANGE RATE REGIMES, FX LIQUIDITY RISK, AND CARRY TRADE RETURNS
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Author
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Abankwa, Samuel
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Date Created
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2016
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Subjects--Topical
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Finance, Industrial management, Economics
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Description
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The dissertation consists of three related topics: FX market-wide liquidity measure and individual currency-pair liquidity co-movements, FX liquidity risk and carry trade returns, and the forward premium puzzle in foreign exchange markets. This is...
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Title
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Exchange Rates, Carry Trade Returns and Political Risks
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Author
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Kesse, Kwabena
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Date Created
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2016
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Subjects--Topical
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Finance, Industrial management
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Description
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This dissertation elucidates the channels through which sovereign risk, exchange rates and currency risk premia are related. I show that the channels are different depending on whether a country is classified as emerging or an advanced economy. Ge...