On the public citation graph

Tracking the Yen Carry Trade: Evidence from a Regime Switching Approach

https://doi.org/10.2139/ssrn.1365968
0 signed · 26 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0022-1996(94)90062-0openalex-extracted
Can the Markov switching model forecast exchange rates?
inferredcites →https://doi.org/10.1016/0261-5606(93)90019-8openalex-extracted
On biases in the measurement of foreign exchange risk premiums
inferredcites →https://doi.org/10.1016/0261-5606(93)90023-5openalex-extracted
Exchange rate risk premiums
inferredcites →https://doi.org/10.1016/0304-3932(84)90046-1openalex-extracted
Forward and spot exchange rates
inferredcites →https://doi.org/10.1016/s0261-5606(00)00046-2openalex-extracted
Can Markov switching models replicate chartist profits in the foreign exchange market?
inferredcites →https://doi.org/10.1016/s0304-4076(99)00022-6openalex-extracted
Regime switching in foreign exchange rates:
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb02573.xopenalex-extracted
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal- Extraction Approach
inferredcites →https://doi.org/10.1257/aer.97.2.333openalex-extracted
The Returns to Currency Speculation in Emerging Markets
inferredcites →https://doi.org/10.2139/ssrn.1006193openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1106790openalex-extracted
Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity
inferredcites →https://doi.org/10.2307/1912559openalex-extracted
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
inferredcites →https://doi.org/10.2307/30035956openalex-extracted
Monetary Policy and Long-Horizon Uncovered Interest Parity
inferredcites →https://doi.org/10.2307/3872485openalex-extracted
Uncovered Interest Parity in Crisis
inferredcites →https://doi.org/10.3386/w12489openalex-extracted
The Returns to Currency Speculation
inferredcites →https://doi.org/10.3386/w12916openalex-extracted
The Returns to Currency Speculation in Emerging Markets
inferredcites →https://doi.org/10.3386/w3165openalex-extracted
Long Swings in the Exchange Rate: Are they in the Data and Do Markets Know It?
inferredcites →https://doi.org/10.3386/w5312openalex-extracted
The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence
inferredcites →https://doi.org/10.5089/9781557757739.083openalex-extracted
World Economic Outlook, October 1998: Financial Turbulence in the World Economy
inferredcites →https://doi.org/10.1002/(sici)1099-1158(199601)1:1<55::aid-ijfe5>3.0.co;2-copenalex-snapshot
The Distribution of Exchange Rates in the EMS
inferredcites →https://doi.org/10.1016/0927-5398(95)00016-xopenalex-snapshot
The forward discount anomaly and the risk premium: A survey of recent evidence
inferredcites →https://doi.org/10.17016/ifdp.2007.899openalex-snapshot
What Can the Data Tell Us about Carry Trades in Japanese Yen?

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2500592openalex-extracted
inferred← citeshttps://doi.org/10.1002/fut.21778openalex-snapshot
Currency Carry Trades: The Role of Macroeconomic News and Futures Market Speculation
inferred← citeshttps://doi.org/10.1016/j.intfin.2016.02.004openalex-snapshot
Dodging the steamroller: Fundamentals versus the carry trade
inferred← citeshttps://doi.org/10.1016/j.irfa.2015.03.015openalex-snapshot
Australian Dollar carry trades: Time varying probabilities and determinants
inferred← citeshttps://doi.org/10.46928/iticusbe.769107openalex-snapshot
CARRY-TRADE İŞLEMLERİNİN GETİRİ POTANSİYELİNİN ANALİZİ
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.