Faculty of Business and Economics
Level 12 198 Berkeley Street
Melbourne, Victoria 3010
University of Melbourne
Currency Risk Premium; Global Imbalances; Foreign Exchange Excess Returns; Carry Trade
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carry trade, currency risk premium, foreign exchange excess returns, global imbalances
foreign exchange volume, currency returns, information asymmetry, transaction costs
exchange rates, currency risk premium, business cycle risk
Cross-border banking flows, global risk, parent banks and foreign affiliates
global currency hedging, currency risk factors, currency excess returns, international portfolio diversification.
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