Amanote Research

Amanote Research

    RegisterSign In

Carry Trades and Commodity Risk Factors

SSRN Electronic Journal
doi 10.2139/ssrn.3389754
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2019

Authors
Joseph ByrneBoulis Maher IbrahimRyuta Sakemoto
Publisher

Elsevier BV


Related search

Solvency Risk Premia and the Carry Trades

SSRN Electronic Journal
2016English

Carry Trades and Global Foreign Exchange Volatility

Journal of Finance
AccountingEconomicsEconometricsFinance
2012English

Carry Trades and the Performance of Currency Hedge Funds

Journal of International Money and Finance
EconomicsEconometricsFinance
2013English

Broker-Dealer Risk Appetite and Commodity Returns

Journal of Financial Econometrics
EconomicsEconometricsFinance
2013English

Risk Premia and Seasonality in Commodity Futures

SSRN Electronic Journal
2016English

Risk Premia and Seasonality in Commodity Futures

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2018English

Broker-Dealer Risk Appetite and Commodity Returns

SSRN Electronic Journal
2010English

Systemic Risk, Aggregate Demand, and Commodity Prices

IMF Working Papers
2015English

Systemic Risk, Aggregate Demand, and Commodity Prices

2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy