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Carry Trade and Liquidity Risk: Evidence from forward and Cross-Currency Swap Markets

https://doi.org/10.2139/ssrn.2137444
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18/18 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

10 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 18 checked references that resolve
resolves10.1111/1468-0262.00393
Bubbles and Crashes
resolves10.1016/j.jimonfin.2009.08.003
From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers
resolves10.1086/593088
Carry Trades and Currency Crashes
resolves10.1093/rfs/hhn098
Market Liquidity and Funding Liquidity
resolves10.2139/ssrn.1596283
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment
resolves10.1093/rfs/hhq138
Do Peso Problems Explain the Returns to the Carry Trade?
resolves10.2307/30035956
Monetary Policy and Long-Horizon Uncovered Interest Parity
resolves10.1017/s0022109011000263
The Time-Varying Systematic Risk of Carry Trade Strategies
resolves10.1016/0927-5398(95)00016-x
The forward discount anomaly and the risk premium: A survey of recent evidence
resolves10.1016/0304-3932(84)90046-1
Forward and spot exchange rates
resolves10.1086/260910
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
resolves10.1257/aer.97.1.89
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
resolves10.1016/0022-1996(83)90017-X
Empirical exchange rate models of the seventies
resolves10.1257/aer.97.2.215
Slow Moving Capital
resolves10.1093/rof/rfq007
Safe Haven Currencies
resolves10.1016/0022-0531(76)90046-6
The arbitrage theory of capital asset pricing
resolves10.1111/j.1540-6261.1997.tb03807.x
The Limits of Arbitrage
resolves10.1002/9781118673355
FX Options and Structured Products
The 10 references without a DOI — listed, not checked
no DOI — not checkedThe spillover of money market turbulence to FX and cross-currency swap markets
no DOI — not checkedref4
no DOI — not checkedCarry trade and currency crashes: a comment
no DOI — not checkedref12
no DOI — not checkedEuropean banks' US dollar funding pressures
no DOI — not checkedref17
no DOI — not checkedThe US dollar shortage in global banking
no DOI — not checkedStudy casts doubt on key rates
no DOI — not checkedThe financial crisis through the lens of foreign exchange swap markets
no DOI — not checkedref25
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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