Steven Riddiough

University of Toronto

Toronto, Ontario M5S 3G8

Canada

http://www.stevenriddiough.com

SCHOLARLY PAPERS

6

DOWNLOADS

3,771

SSRN CITATIONS

61

CROSSREF CITATIONS

19

Scholarly Papers (6)

1.
Downloads 1,299 ( 16,686)
Citation 27

Currency Premia and Global Imbalances

Winner of the Kepos Capital Award for the Best Paper on Investments at the 2013 WFA Meeting, 28th Australasian Finance and Banking Conference
Number of pages: 72 Posted: 20 Jun 2013 Last Revised: 18 Oct 2017
Pasquale Della Corte, Steven Riddiough and Lucio Sarno
Imperial College Business School, University of Toronto and University of Cambridge - Judge Business School
Downloads 1,298 (16,391)
Citation 4

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Currency Risk Premium; Global Imbalances; Foreign Exchange Excess Returns; Carry Trade

Currency Premia and Global Imbalances

CEPR Discussion Paper No. DP11129
Number of pages: 73 Posted: 18 Apr 2016
Pasquale Della Corte, Steven Riddiough and Lucio Sarno
Imperial College Business School, University of Toronto and University of Cambridge - Judge Business School
Downloads 1 (755,743)
Citation 19
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carry trade, currency risk premium, foreign exchange excess returns, global imbalances

2.

Foreign Exchange Volume

Number of pages: 87 Posted: 23 Aug 2017 Last Revised: 15 Oct 2020
Giovanni Cespa, Antonio Gargano, Steven Riddiough and Lucio Sarno
City University London - Sir John Cass Business School, University of Melbourne - Department of Finance, University of Toronto and University of Cambridge - Judge Business School
Downloads 1,210 (18,586)
Citation 3

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foreign exchange volume, currency returns, asymmetric information

3.
Downloads 856 ( 30,797)
Citation 5

Business Cycles and Currency Returns

Number of pages: 74 Posted: 31 Jan 2017 Last Revised: 13 Sep 2019
Ric Colacito, Steven Riddiough and Lucio Sarno
University of North Carolina Kenan-Flagler Business School, University of Toronto and University of Cambridge - Judge Business School
Downloads 848 (30,754)
Citation 7

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exchange rates; currency risk premium; business cycles; long-run risk.

Business Cycles and Currency Returns

NBER Working Paper No. w26299
Number of pages: 75 Posted: 23 Sep 2019
Ric Colacito, Steven Riddiough and Lucio Sarno
University of North Carolina Kenan-Flagler Business School, University of Toronto and University of Cambridge - Judge Business School
Downloads 7 (696,518)
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Business Cycles and Currency Returns

CEPR Discussion Paper No. DP14015
Number of pages: 77 Posted: 07 Oct 2019
Ric Colacito, Lucio Sarno and Steven Riddiough
University of North Carolina Kenan-Flagler Business School, University of Cambridge - Judge Business School and University of Toronto
Downloads 1 (755,743)
Citation 3
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business cycles, currency risk premium, Exchange Rates, Long-run risk

4.

Global Currency Hedging with Common Risk Factors

Number of pages: 62 Posted: 02 Nov 2018 Last Revised: 30 Jun 2019
Wei Opie and Steven Riddiough
Deakin University - Deakin Business School and University of Toronto
Downloads 356 (93,720)
Citation 1

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global currency hedging, currency risk factors, currency returns, international portfolio diversification, mean-variance optimization.

5.

The Two Faces of Cross-Border Banking Flows

Number of pages: 44 Posted: 23 Apr 2014 Last Revised: 20 Aug 2015
Dennis Reinhardt and Steven Riddiough
Bank of England and University of Toronto
Downloads 49 (433,960)
Citation 7

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Cross-border banking flows, global risk, parent banks and foreign affiliates

6.

Cross-Border M&A and Currency Returns

Number of pages: 50
Steven Riddiough and Huizhong Zhang
University of Toronto and Queensland University of Technology - School of Economics and Finance
Downloads 1

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currency returns, cross-border mergers and acquisitions, macroeconomic growth