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Debtors, creditors, and the carry trade

https://doi.org/10.2139/ssrn.4883059
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Carry Trades and Risk
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The Global Financial Cycle
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GMM weighting matrices in cross-sectional asset pricing tests
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A skeptical appraisal of asset pricing tests☆
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Currency momentum strategies
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Predictability of Currency Carry Trades and Asset Pricing Implications
inferredcites →https://doi.org/10.1016/j.jfineco.2014.05.004openalex-extracted
Crash-neutral currency carry trades
inferredcites →https://doi.org/10.1016/j.jfineco.2014.07.001openalex-extracted
Conditional risk premia in currency markets and other asset classes
inferredcites →https://doi.org/10.1016/j.jfineco.2017.11.002openalex-extracted
Carry
inferredcites →https://doi.org/10.1016/j.jfineco.2020.04.005openalex-extracted
Business cycles and currency returns
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Credit migration and covered interest rate parity
inferredcites →https://doi.org/10.1016/j.jimonfin.2007.05.004openalex-extracted
Uncovered interest rate parity and the term structure
inferredcites →https://doi.org/10.1016/j.jinteco.2007.02.003openalex-extracted
The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004
inferredcites →https://doi.org/10.1016/j.jinteco.2014.11.002openalex-extracted
International Currency Exposures, Valuation Effects, and the Global Financial Crisis
inferredcites →https://doi.org/10.1016/j.jinteco.2018.01.001openalex-extracted
The U.S. Treasury Premium
inferredcites →https://doi.org/10.1016/j.jinteco.2022.103692openalex-extracted
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds
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The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries
inferredcites →https://doi.org/10.1017/s0022109017000801openalex-extracted
Crash Risk in Currency Returns
inferredcites →https://doi.org/10.1017/s0022109019000887openalex-extracted
Good Carry, Bad Carry
inferredcites →https://doi.org/10.1017/s0022109023001400openalex-extracted
Mispricing and Risk Premia in Currency Markets
inferredcites →https://doi.org/10.1057/s41308-017-0048-yopenalex-extracted
The External Wealth of Nations Revisited: International Financial Integration in the Aftermath of the Global Financial Crisis
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/374184openalex-extracted
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1086/593088openalex-extracted
Carry Trades and Currency Crashes
inferredcites →https://doi.org/10.1086/714090openalex-extracted
Asset Pricing with Omitted Factors
inferredcites →https://doi.org/10.1093/qje/qjv016openalex-extracted
International Liquidity and Exchange Rate Dynamics *
inferredcites →https://doi.org/10.1093/qje/qjv017openalex-extracted
Dollar Funding and the Lending Behavior of Global Banks*
inferredcites →https://doi.org/10.1093/qje/qjy004openalex-extracted
High Frequency Identification of Monetary Non-Neutrality: The Information Effect
inferredcites →https://doi.org/10.1093/restud/rdaa019openalex-extracted
U.S. Monetary Policy and the Global Financial Cycle
inferredcites →https://doi.org/10.1093/restud/rdu042openalex-extracted
Cross-Border Banking and Global Liquidity
inferredcites →https://doi.org/10.1093/rfs/hhad049openalex-extracted
Currency Risk Premiums Redux
inferredcites →https://doi.org/10.1093/rfs/hhae072openalex-extracted
The Hedging Channel of Exchange Rate Determination
inferredcites →https://doi.org/10.1093/rfs/hhn098openalex-extracted
Market Liquidity and Funding Liquidity
inferredcites →https://doi.org/10.1093/rfs/hhq138openalex-extracted
Do Peso Problems Explain the Returns to the Carry Trade?
inferredcites →https://doi.org/10.1093/rfs/hhr068openalex-extracted
Common Risk Factors in Currency Markets
inferredcites →https://doi.org/10.1093/rfs/hhv029openalex-extracted
Understanding FX Liquidity
inferredcites →https://doi.org/10.1093/rfs/hhw038openalex-extracted
Currency Premia and Global Imbalances
inferredcites →https://doi.org/10.1093/rfs/hhw067openalex-extracted
Currency Value
inferredcites →https://doi.org/10.1093/rfs/hhw101openalex-extracted
Which Alpha?
inferredcites →https://doi.org/10.1093/rfs/hhz103openalex-extracted
Gravity in the Exchange Rate Factor Structure
inferredcites →https://doi.org/10.1093/rof/rfq007openalex-extracted
Safe Haven Currencies
inferredcites →https://doi.org/10.1093/rof/rft047openalex-extracted
International Diversification Benefits with Foreign Exchange Investment Styles
inferredcites →https://doi.org/10.1093/rof/rfu004openalex-extracted
Downside Market Risk of Carry Trades
inferredcites →https://doi.org/10.1111/0022-1082.00247openalex-extracted
Conditional Skewness in Asset Pricing Tests
inferredcites →https://doi.org/10.1111/0022-1082.00351openalex-extracted
The Efficient Use of Conditioning Information in Portfolios
inferredcites →https://doi.org/10.1111/j.1540-6261.1976.tb01961.xopenalex-extracted
SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04813.xopenalex-extracted
Assessing Specification Errors in Stochastic Discount Factor Models
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01728.xopenalex-extracted
Carry Trades and Global Foreign Exchange Volatility
inferredcites →https://doi.org/10.1111/jmcb.12106openalex-extracted
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective
inferredcites →https://doi.org/10.1111/jofi.12021openalex-extracted
Value and Momentum Everywhere
inferredcites →https://doi.org/10.1111/jofi.12081openalex-extracted
Country Size, Currency Unions, and International Asset Returns
inferredcites →https://doi.org/10.1111/jofi.12389openalex-extracted
Local Currency Sovereign Risk
inferredcites →https://doi.org/10.1111/jofi.12499openalex-extracted
Exchange Rates and Monetary Policy Uncertainty
inferredcites →https://doi.org/10.1111/jofi.12501openalex-extracted
Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns
inferredcites →https://doi.org/10.1111/jofi.12546openalex-extracted
Commodity Trade and the Carry Trade: A Tale of Two Countries
inferredcites →https://doi.org/10.1111/jofi.12720openalex-extracted
Currency Risk Factors in a Recursive Multicountry Economy
inferredcites →https://doi.org/10.1111/jofi.12755openalex-extracted
Trade Network Centrality and Currency Risk Premia
inferredcites →https://doi.org/10.1111/jofi.12883openalex-extracted
Taming the Factor Zoo: A Test of New Factors
inferredcites →https://doi.org/10.1111/jofi.13003openalex-extracted
Foreign Safe Asset Demand and the Dollar Exchange Rate
inferredcites →https://doi.org/10.1111/jofi.13190openalex-extracted
Pricing Currency Risks
inferredcites →https://doi.org/10.1162/rest_a_00706openalex-extracted
Why You Should Never Use the Hodrick-Prescott Filter
inferredcites →https://doi.org/10.1198/jbes.2010.07136openalex-extracted
Robust Inference With Multiway Clustering
inferredcites →https://doi.org/10.1257/000282807780323640openalex-extracted
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
inferredcites →https://doi.org/10.1257/aer.100.1.518openalex-extracted
Financial Exchange Rates and International Currency Exposures
inferredcites →https://doi.org/10.1257/aer.101.7.3456openalex-extracted
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment
inferredcites →https://doi.org/10.1257/aer.20141558openalex-extracted
The Twin Ds: Optimal Default and Devaluation
inferredcites →https://doi.org/10.1257/aer.20180098openalex-extracted
The Term Structure of Currency Carry Trade Risk Premia
inferredcites →https://doi.org/10.1257/aeri.20180322openalex-extracted
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity
inferredcites →https://doi.org/10.1287/mnsc.2021.4023openalex-extracted
Currency Factors
inferredcites →https://doi.org/10.1561/104.00000051openalex-extracted
The Carry Trade: Risks and Drawdowns
inferredcites →https://doi.org/10.17016/ifdp.2019.1246openalex-extracted
Institutional Investors, the Dollar, and U.S. Credit Conditions
inferredcites →https://doi.org/10.2139/ssrn.1542342openalex-extracted
Yield Curve Predictors of Foreign Exchange Returns
inferredcites →https://doi.org/10.2139/ssrn.3134347openalex-extracted
An Intermediation-Based Model of Exchange Rates
inferredcites →https://doi.org/10.2139/ssrn.3327088openalex-extracted
Currency Mispricing and Dealer Balance Sheets
inferredcites →https://doi.org/10.2139/ssrn.3747470openalex-extracted
GMM Weighting Matrices In Cross-Sectional Asset Pricing Tests
inferredcites →https://doi.org/10.2139/ssrn.4165325openalex-extracted
A Portfolio Approach to Global Imbalances
inferredcites →https://doi.org/10.2139/ssrn.4802331openalex-extracted
Reassessing Sources of Risk Premiums in Currency Markets
inferredcites →https://doi.org/10.2139/ssrn.923766openalex-extracted
The External Wealth of Nations Mark Ii: Revised and Extended Estimates of Foreign Assets and Liabilities,1970-2004
inferredcites →https://doi.org/10.2307/1912775openalex-extracted
Large Sample Properties of Generalized Method of Moments Estimators
inferredcites →https://doi.org/10.2307/1913601openalex-extracted
The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2938229openalex-extracted
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
inferredcites →https://doi.org/10.3386/w21722openalex-extracted
US Monetary Policy and the Global Financial Cycle
inferredcites →https://doi.org/10.5089/9781513522869.001openalex-extracted
Cross-Border Currency Exposures
inferredcites →https://doi.org/10.1257/aer.97.1.89openalex-snapshot
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
inferredcites →https://doi.org/10.2139/ssrn.1307287openalex-snapshot
Country Size, Currency Unions, and International Asset Returns
inferredcites →https://doi.org/10.2139/ssrn.2118239openalex-snapshot
Commodity Trade and the Carry Trade: A Tale of Two Countries
inferredcites →https://doi.org/10.2139/ssrn.2228967openalex-snapshot
Conditional Risk Premia in Currency Markets and Other Asset Classes
inferredcites →https://doi.org/10.2139/ssrn.2542182openalex-snapshot
Currency Risk Factors in a Recursive Multi-Country Economy
inferredcites →https://doi.org/10.2139/ssrn.2705818openalex-snapshot
Exchange Rates and Monetary Policy Uncertainty
inferredcites →https://doi.org/10.2139/ssrn.298754openalex-snapshot
Uncovered Interest Rate Parity and the Term Structure
inferredcites →https://doi.org/10.2139/ssrn.647628openalex-snapshot
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
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