Steven J. Riddiough

University of Melbourne

Assistant Professor of Finance

Faculty of Business and Economics

Level 12 198 Berkeley Street

Melbourne, Victoria 3010

Australia

SCHOLARLY PAPERS

5

DOWNLOADS

1,601

CITATIONS

0

Scholarly Papers (5)

1.
Downloads 1,058 ( 16,486)

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 J. Riddiough and Lucio Sarno
Imperial College London, University of Melbourne and City University London - Sir John Cass Business School
Downloads 1,057 (16,200)

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 J. Riddiough and Lucio Sarno
Imperial College London, University of Melbourne and City University London - Sir John Cass Business School
Downloads 1 (590,824)
  • Add to Cart

Abstract:

Loading...

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

2.

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 J. Riddiough
Bank of England and University of Melbourne
Downloads 34 (392,402)

Abstract:

Loading...

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

3.

The Value of Volume in Foreign Exchange

Number of pages: 66 Posted: 23 Aug 2017 Last Revised: 30 Sep 2017
Antonio Gargano, Steven J. Riddiough and Lucio Sarno
University of Melbourne - Department of Finance, University of Melbourne and City University London - Sir John Cass Business School
Downloads 0 (95,077)

Abstract:

Loading...

foreign exchange volume, currency returns, information asymmetry, transaction costs

4.

Business Cycles and the Cross-Section of Currency Returns

Number of pages: 63 Posted: 31 Jan 2017 Last Revised: 18 Oct 2017
Steven J. Riddiough and Lucio Sarno
University of Melbourne and City University London - Sir John Cass Business School
Downloads 0 (111,978)

Abstract:

Loading...

exchange rates, currency risk premium, business cycle risk

5.

The Two Faces of Cross-Border Banking Flows

IMF Economic Review, Vol. 63, Issue 4, pp. 751-791, 2015
Number of pages: 41 Posted: 28 Jan 2016
Dennis Reinhardt and Steven J. Riddiough
Bank of England and University of Melbourne
Downloads 0 (576,288)
  • Add to Cart

Abstract:

Loading...