Frickson Kho

UNSW Business School

UNSW Business School

High St

Sydney, NSW 2052

Australia

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Cutting the Gordian Knot of Carry and Imbalances

Number of pages: 49 Posted: 27 Aug 2018 Last Revised: 08 Jun 2021
Pedro Barroso, Frickson Kho, Florent Rouxelin and Li Yang
CATÓLICA-LISBON School of Business & Economics, UNSW Business School, University of New South Wales (UNSW) and UNSW Australia Business School, School of Banking and Finance
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Abstract:

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Carry trades; Global imbalances; Net foreign assets; Currency risk premiums.