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, informed trading, return reversal, transaction costs
exchange rates, currency risk premium, business cycle risk
global currency hedging, currency risk factors, currency returns, international portfolio diversification
Cross-border banking flows, global risk, parent banks and foreign affiliates
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