Huichou Huang

City University of Hong Kong

Research Affiliate

Global Research Unit (GRU), College of Business

Department of Economics & Finanace

Hong Kong

China

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 35,340

SSRN RANKINGS

Top 35,340

in Total Papers Downloads

1,260

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia

2015 Financial Management Association Annual Meeting; Orlando, FL, US. , 2015 European Financial Management Association Annual Meeting; Amsterdam, Netherlands.
Number of pages: 64 Posted: 30 Jun 2013 Last Revised: 22 Jun 2016
Huichou Huang and Ronald MacDonald
City University of Hong Kong and University of Glasgow - Adam Smith Business School
Downloads 684 (37,218)
Citation 5

Abstract:

Loading...

Carry Trades, Position-Unwinding Risk, Sovereign CDS Spreads, Currency Options, Forward Premium Puzzle

2.

Global Currency Misalignments, Crash Sensitivity, and Moment Risk Premia

2015 American Economic Association Annual Meeting; Boston, MA, US. , 2015 Royal Economic Society Annual Meeting; Manchester, UK.
Number of pages: 70 Posted: 15 Feb 2014 Last Revised: 22 Jun 2016
Huichou Huang and Ronald MacDonald
City University of Hong Kong and University of Glasgow - Adam Smith Business School
Downloads 298 (102,434)

Abstract:

Loading...

Exchange Rate Misalignments, Copula, Tail Dependence, Moment Risk Premia, Currency Investment Management

The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement

2016 Society for Financial Econometrics Annual Conference; Hong Kong, China., 28th Australasian Finance and Banking Conference
Number of pages: 79 Posted: 11 Jul 2015 Last Revised: 28 Jul 2016
Huichou Huang
City University of Hong Kong
Downloads 140 (209,059)

Abstract:

Loading...

Exchange Rate Forecasting, Carry Trade Risk Premia, Term Structure Factors, Dynamic (Bayesian) Model Averaging, Model Disagreement, Scapegoat Variables, Customer Order Flows

The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement

2015 Econometric Society European (Winter) Meeting; Milan, Italy., 2015 Central Bank Joint Workshop on Financial Determinants of Exchange Rates; Zurich, Switzerland.
Number of pages: 79 Posted: 08 Nov 2015 Last Revised: 21 Jun 2016
Huichou Huang
City University of Hong Kong
Downloads 138 (211,562)

Abstract:

Loading...

Exchange Rate Forecasting, Carry Trade Risk Premia, Term Structure Factors, Dynamic (Bayesian) Model Averaging, Model Disagreement, Scapegoat Variables, Customer Order Flows