Search results
-
-
Title
-
EXCHANGE RATE REGIMES, FX LIQUIDITY RISK, AND CARRY TRADE RETURNS
-
Author
-
Abankwa, Samuel
-
Date Created
-
2016
-
Subjects--Topical
-
Finance, Industrial management, Economics
-
Description
-
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...
-
-
Title
-
Exchange Rates, Carry Trade Returns and Political Risks
-
Author
-
Kesse, Kwabena
-
Date Created
-
2016
-
Subjects--Topical
-
Finance, Industrial management
-
Description
-
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...
-
-
Title
-
RATIONALE, MOTIVATION AND EFFECT OF FOREIGN INVESTMENT IN VIETNAMESE COMPANIES
-
Author
-
Le, Ben
-
Date Created
-
2014
-
Subjects--Topical
-
Finance
-
Description
-
Existing literatures have documented that foreign investors in developed markets hold disproportionately more shares of firms with high turnover rates. In Vietnam, I find evidence that foreign investor ownership percentage is higher in firms with ...
-
-
Title
-
THE FORWARD PREMIUM PUZZLE REVISITED
-
Author
-
Zhuang, Anan
-
Date Created
-
2015
-
Subjects--Topical
-
Finance
-
Description
-
The forward premium puzzle in currency markets is the standard empirical finding that the expected changes in currency exchange rates and interest rate differential are negatively correlated, implying a violation of uncovered interest rate parity ...