Jason Cen

University of Essex - Essex Business School

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 48,340

SSRN RANKINGS

Top 48,340

in Total Papers Downloads

832

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.
Downloads 380 ( 77,197)
Citation 2

Switching Risk Off: FX Correlations and Risk Premia

Number of pages: 69 Posted: 12 Oct 2014
Cass Business School, Duke University - Fuqua School of Business and University of Essex - Essex Business School
Downloads 380 (76,520)
Citation 3

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Risk-Off, Correlation, Currency Risk Premia

Switching Risk Off: FX Correlations and Risk Premia

CEPR Discussion Paper No. DP10214
Number of pages: 72 Posted: 21 Oct 2014
Cass Business School, Duke University - Fuqua School of Business and University of Essex - Essex Business School
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currency risk premia, FX correlation, risk-off

2.
Downloads 214 (142,499)
Citation 1

Currency Regimes and the Carry Trade

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 72 Posted: 29 Nov 2017 Last Revised: 03 Mar 2019
London School of Economics & Political Science (LSE), University of Essex - Essex Business School, University of Cambridge - Judge Business School and City University London - Sir John Cass Business School
Downloads 212 (143,439)
Citation 1

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Exchange rates, Carry strategy, Currency factors, Floating currencies

Currency Regimes and the Carry Trade

CEPR Discussion Paper No. DP13571
Number of pages: 75 Posted: 12 Mar 2019
London School of Economics & Political Science (LSE), University of Essex - Essex Business School, University of Cambridge - Judge Business School and City University London - Sir John Cass Business School
Downloads 2 (670,676)
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carry trade, Exchange Rate Regime

3.

Off the Golden Fetters: Examining Interwar Carry Trade and Momentum

Number of pages: 60 Posted: 23 Nov 2013
Jason Cen and Ian W. Marsh
University of Essex - Essex Business School and City University London - Sir John Cass Business School
Downloads 140 (206,757)
Citation 1

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Interwar, Carry, Momentum, Risk Premia, Rare Disasters, FX Volatility Risk

Mutual Fund Performance: Using Bespoke Benchmarks to Disentangle Mandates, Constraints and Skill

Number of pages: 47 Posted: 31 Jul 2018 Last Revised: 09 Feb 2019
Cass Business School, Duke University - Fuqua School of Business, University of Essex - Essex Business School and affiliation not provided to SSRN
Downloads 98 (270,599)

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mutual funds, performance evaluation, benchmarks, constraints, active manager skill