Spandauer Strasse 1
German Institute for Economic Research (DIW Berlin)
Humboldt University of Berlin - Faculty of Economics
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Momentum returns, Limits to Arbitrage, Idiosyncratic Volatility, Carry Trades
Momentum Returns, Limits to Arbitrage, Idiosyncratic Volatility, Carry Trades
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP8747.
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Carry Trades, Idiosyncratic Volatility, Limits to Arbitrage, Momentum Returns
F31, G12, G15
File name: DP8291.
carry trade, forward premium puzzle, liquidity, volatility
Currency value, macro fundamentals, real exchange rate, predictability
Home bias, institutional investors, local information advantage, non-fundamental information, disposition effect
Financial education, financial literacy, financial behavior, metaanalysis, meta-regression, impact evaluation
Economics of Education
Bid-ask spreads, foreign exchange, asymmetric information, microstructure, price discovery, interdealer, inventory, market order, limit order
exchange rate formation, expectation formation, heterogeneous agent models, forecasting performance
Bank lending, collateral, credit risk, relationship lending, emerging economies, Thailand
Order Flow, Foreign Exchange Risk Premia, Heterogeneous Information, Carry Trades
Market microstructure, informed trading, trade size, foreign exchange
foreign exchange, microstructure, intervention, exchange rate
exchange rates, intervention, microstructure
foreign exchange intervention, exchange rate regimes, effectiveness measures, communication, capital controls
Foreign exchange intervention, exchange rate regimes, effectiveness measures, communication, capital controls
File name: DP3221.
Foreign exchange markets, flow trading, market microstructure
limit-order market, order submission, informed traders, market conditions
asset managers, gender, qualification, segregation, attitudes
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-9485.
foreign exchange market, individual exchange rate forecasts, interest rate forecasts, forecaster experience
foreign exchange, central bank intervention, high-frequency data, transmission channel
File name: joes.
Foreign exchange microstructure, order flow, informed traders, counterparty identity
exchange rate determination, individual expectations, macroeconomic fundamentals
File name: SSRN-id654622.
Foreign exchange, market microstructure, fund management, fundamentals
File name: twec.
exchange rate, heterogeneity, dispersion, chartists, fundamentalists
lending, financial institutions, collateral, guarantees, relationship lending
real exchange rates, unit root test, ESTAR, Markov Switching, PPP
File name: DP7118.
fund managers, fundamental information, incentives
Fund managers, incentives, fundamental information
File name: twec.
Bank Lending; Bank Risk Exposure; Local Politicians; Promotion Incentives
File name: twec.
exchange rate, market microstructure, order flow, financial customer orders, volatility patterns
Financial literacy, financial behavior, family background, education, numeracy
File name: kykl.
File name: ECNO.
financial inclusion, financial literacy, financial institutions, financial development
Field experiments, Allais paradox, socio-demographic characteristics, prospective reference theory, first order stochastic dominance, risk attitude, optimism
financial literacy, financial behavior, gender gap, individual characteristics, societal norms, Thailand
risk, experiments, household survey, testing methods, contexts
financial conditions, bond excess returns, term premia
File name: DP11324.
Currency value, macro fundamentals, predictability, real exchange rate
risk aversion, lab-in-the-field experiment, shocks, socio-economic determinants
equity premium predictability, economic indicators, technical indicators, break tests
File name: EUFM.
better‐than‐average, self‐rating, forecasting, foreign exchange, performance
File name: twec12027.
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