Steven Riddiough

University of Toronto at Scarborough - Division of Management

1265 Military Trial

Scarborough, Ontario M1C 1A4

Canada

University of Toronto - Rotman School of Management

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

SCHOLARLY PAPERS

6

DOWNLOADS

4,592

SSRN CITATIONS

106

CROSSREF CITATIONS

23

Scholarly Papers (6)

1.
Downloads 1,562 ( 14,582)
Citation 7

Foreign Exchange Volume

Number of pages: 86 Posted: 23 Aug 2017 Last Revised: 04 Jun 2021
Giovanni Cespa, Giovanni Cespa, Antonio Gargano, Steven Riddiough, Steven Riddiough and Lucio Sarno
Bayes Business SchoolBayes Business School, University of Houston - C.T. Bauer College of Business, University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management and University of Cambridge - Judge Business School
Downloads 1,561 (14,339)
Citation 3

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foreign exchange volume, currency returns, asymmetric information

Foreign Exchange Volume

CEPR Discussion Paper No. DP16128
Number of pages: 90 Posted: 14 May 2021
Giovanni Cespa, Giovanni Cespa, Antonio Gargano, Steven Riddiough, Steven Riddiough and Lucio Sarno
Bayes Business SchoolBayes Business School, University of Houston - C.T. Bauer College of Business, University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management and University of Cambridge - Judge Business School
Downloads 1 (829,408)
Citation 2
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2.
Downloads 1,380 ( 17,715)
Citation 39

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, Steven Riddiough and Lucio Sarno
Imperial College Business School, University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management and University of Cambridge - Judge Business School
Downloads 1,379 (17,402)
Citation 10

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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, Steven Riddiough and Lucio Sarno
Imperial College Business School, University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management and University of Cambridge - Judge Business School
Downloads 1 (829,408)
Citation 29
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carry trade, currency risk premium, foreign exchange excess returns, global imbalances

3.
Downloads 1,113 ( 24,366)
Citation 10

Business Cycles and Currency Returns

Number of pages: 74 Posted: 31 Jan 2017 Last Revised: 13 Sep 2019
Ric Colacito, Steven Riddiough, Steven Riddiough and Lucio Sarno
University of North Carolina Kenan-Flagler Business School, University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management and University of Cambridge - Judge Business School
Downloads 1,089 (24,789)
Citation 10

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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 Last Revised: 12 May 2021
Ric Colacito, Steven Riddiough, Steven Riddiough and Lucio Sarno
University of North Carolina Kenan-Flagler Business School, University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management and University of Cambridge - Judge Business School
Downloads 23 (640,237)

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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, Steven Riddiough and Steven Riddiough
University of North Carolina Kenan-Flagler Business School, University of Cambridge - Judge Business School and University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management
Downloads 1 (829,408)
Citation 8
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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, Steven Riddiough and Steven Riddiough
Deakin University - Deakin Business School and University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management
Downloads 452 (80,772)
Citation 2

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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, Steven Riddiough and Steven Riddiough
Bank of England and University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management
Downloads 54 (463,261)
Citation 5

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

6.

Private Information and Currency Returns: A Corporate Investment Connection

Number of pages: 60 Posted: 02 Nov 2020 Last Revised: 19 Oct 2021
Steven Riddiough, Steven Riddiough and Huizhong Zhang
University of Toronto - Rotman School of ManagementUniversity of Toronto at Scarborough - Division of Management and Queensland University of Technology - School of Economics and Finance
Downloads 31 (570,483)

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currency returns, private information, cross-border mergers and acquisitions, exchange rate determination, economic acceleration