Steven Riddiough

University of Melbourne

Assistant Professor of Finance

Faculty of Business and Economics

Level 11 198 Berkeley Street

Melbourne, Victoria 3010

Australia

http://www.stevenriddiough.com

SCHOLARLY PAPERS

5

DOWNLOADS

3,426

SSRN CITATIONS

39

CROSSREF CITATIONS

17

Scholarly Papers (5)

1.
Downloads 1,272 ( 16,023)
Citation 24

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 Melbourne and University of Cambridge - Judge Business School
Downloads 1,271 (15,732)
Citation 5

Abstract:

Loading...

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 Melbourne and University of Cambridge - Judge Business School
Downloads 1 (716,513)
Citation 16
  • Add to Cart

Abstract:

Loading...

carry trade, currency risk premium, foreign exchange excess returns, global imbalances

2.

Foreign Exchange Volume

Number of pages: 66 Posted: 23 Aug 2017 Last Revised: 18 Apr 2019
Antonio Gargano, Steven Riddiough and Lucio Sarno
University of Melbourne - Department of Finance, University of Melbourne and University of Cambridge - Judge Business School
Downloads 1,109 (19,718)
Citation 3

Abstract:

Loading...

foreign exchange volume, informed trading, return reversal, transaction costs

3.
Downloads 732 ( 35,692)
Citation 1

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 Melbourne and University of Cambridge - Judge Business School
Downloads 724 (35,678)
Citation 3

Abstract:

Loading...

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 Melbourne and University of Cambridge - Judge Business School
Downloads 7 (659,960)
  • Add to Cart

Abstract:

Loading...

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 Melbourne
Downloads 1 (716,513)
  • Add to Cart

Abstract:

Loading...

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 Melbourne
Downloads 266 (120,966)

Abstract:

Loading...

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 Melbourne
Downloads 47 (418,463)
Citation 6

Abstract:

Loading...

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