Karine Hervé

Banque de France

Paris

France

SCHOLARLY PAPERS

2

DOWNLOADS

287

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Factor Investing in Currency Markets: Does it Make Sense?

Number of pages: 107 Posted: 09 Jul 2019
Paris School of Economics (PSE), Université Paris I Panthéon-Sorbonne, Banque de France, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Societe Generale
Downloads 268 (116,433)

Abstract:

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foreign exchange rates, factor investing, carry, value, momentum, reversal, interest rate parity, purchasing power parity, BEER, FEER, NATREX, cross-section analysis, time-series analysis, risk premium, basket hedging, overlay management, risk aggregation, alpha strategy

2.

Analysis of International Health-Related Expenditure: Lessons for France

Number of pages: 42 Posted: 26 Mar 2012
Carine Bouthevillain and Karine Hervé
Banque de France and Banque de France
Downloads 19 (539,689)

Abstract:

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