Ali Shehadeh

Queen's University Belfast - Finance

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

647

CITATIONS

0

Scholarly Papers (3)

1.

The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity

Number of pages: 60 Posted: 04 Jun 2016
Ali Shehadeh, Youwei Li and Michael Moore
Queen's University Belfast - Finance, Hull University Business School and University of Warwick - Warwick Business School
Downloads 323 (90,870)

Abstract:

Loading...

FX rates, Currency carry trade, Forward-bias puzzle, FX risk premium

2.

US Dollar Carry Trades in the Era of 'Cheap Money'

Number of pages: 34 Posted: 18 Apr 2016
Queen's University Belfast - Finance, RPM Risk & Portfolio Management AB, Stockholm, Sweden, Hull University Business School and University of Warwick - Warwick Business School
Downloads 176 (166,630)

Abstract:

Loading...

Commodity Trading Advisors (CTAs), Foreign Exchange Rate, Carry Trade

3.

Herding the Scapegoats: Foreign Exchange Order Flow and the Time-Varying Effect of Fundamentals

Number of pages: 45 Posted: 29 May 2014 Last Revised: 04 Jun 2014
Stockholm School of Economics - Department of Finance, University of Warwick - Warwick Business School, BI Norwegian Business School and Queen's University Belfast - Finance
Downloads 148 (193,291)

Abstract:

Loading...

Foreign exchange microstructure, Unstable fundamentals, Scapegoat theory