Reference health

Carry Trades and the Performance of Currency Hedge Funds

https://doi.org/10.2139/ssrn.2202605
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3 of 44 checkable references need attention · checked 2026-08-28

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

4 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.

References needing attention

does not resolve to a known work10.2307/3585403
does not resolve to a known work10.2307/2290993
does not resolve to a known work10.1007/978-1-4899-3324-9
The 41 checked references that resolve
resolves10.2139/ssrn.1338121
Risk Appetite and Exchange Rates
resolves10.2139/ssrn.1519914
Out of the Dark: Hedge Fund Reporting Biases and Commercial Databases
resolves10.2139/ssrn.1542342
Yield Curve Predictors of Foreign Exchange Returns
resolves10.1111/j.1540-6261.2006.00836.x
The Cross‐Section of Volatility and Expected Returns
resolves10.1093/rfs/hhg044
Risks and Portfolio Decisions Involving Hedge Funds
resolves10.1111/jofi.12021
Value and Momentum Everywhere
resolves10.1016/j.jfineco.2005.05.010
Investing in mutual funds when returns are predictable☆
resolves10.1016/j.jfineco.2010.10.003
Hedge funds, managerial skill, and macroeconomic variables☆
resolves10.1257/aer.97.2.346
Random Walk Expectations and the Forward Discount Puzzle
resolves10.2139/ssrn.1343882
The Joint Pricing of Volatility and Liquidity
resolves10.1016/j.jfineco.2011.02.008
Do hedge funds' exposures to risk factors predict their future returns?
resolves10.1016/j.jfineco.2012.05.005
Systematic risk and the cross section of hedge fund returns
resolves10.1093/rfs/hhr027
Margin-based Asset Pricing and Deviations from the Law of One Price
resolves10.2139/ssrn.676742
The Life Cycle of Hedge Funds: Fund Flows, Size and Performance
resolves10.1111/1540-6261.00581
High‐Water Marks and Hedge Fund Management Contracts
resolves10.1086/260910
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
resolves10.1016/j.jfineco.2010.07.006
Speculative capital and currency carry trades
resolves10.1111/j.1540-6261.2006.01015.x
Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis
resolves10.1016/j.jfineco.2005.12.009
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
resolves10.1257/aer.97.1.89
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
resolves10.1093/rfs/hhr068
Common Risk Factors in Currency Markets
resolves10.1111/1540-6261.00596
How Investors Interpret Past Fund Returns
resolves10.1093/rfs/hhm049
Estimating the Dynamics of Mutual Fund Alphas and Betas
resolves10.1111/jofi.12053
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
resolves10.1111/j.1540-6261.2012.01728.x
Carry Trades and Global Foreign Exchange Volatility
resolves10.1016/j.jfineco.2012.06.009
Currency momentum strategies
resolves10.1111/0022-1082.00401
Characteristics of Risk and Return in Risk Arbitrage
resolves10.1111/j.1468-036x.2006.00353.x
Capacity Constraints and Hedge Fund Strategy Returns
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1017/cbo9780511612503
Nonparametric Econometrics
resolves10.1016/s0304-405x(02)00064-8
Mutual fund performance and seemingly unrelated assets
resolves10.1111/jofi.12008
On the High‐Frequency Dynamics of Hedge Fund Risk Exposures
resolves10.1007/978-1-4612-1554-7
Subsampling
resolves10.1081/etc-120028836
Automatic Block-Length Selection for the Dependent Bootstrap
resolves10.2469/faj.v64.n5.4
Do Professional Currency Managers Beat the Benchmark?
resolves10.3386/w14355
Trades of the Living Dead: Style Differences, Style Persistence and Performance of Currency Fund Managers
resolves10.1016/j.jimonfin.2010.05.008
Trades of the living dead: Style differences, style persistence and performance of currency fund managers
resolves10.1162/jeea.2009.7.4.786
Exchange Rates and Fundamentals: Footloose or Evolving Relationship?
resolves10.1111/1467-9868.00346
A Direct Approach to False Discovery Rates
resolves10.2139/ssrn.1331754
Does Size Matter in the Hedge Fund Industry?
resolves10.1093/rfs/hhs069
Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective
The 4 references without a DOI — listed, not checked
no DOI — not checkedTriennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity
no DOI — not checkedRisk-Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models
no DOI — not checkedref40
no DOI — not checkedref43
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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