Evidence of carry trade activity

By Gabriele Galati, Alexandra Heath, P. McGuire. 2007

232 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b20cef1ac7041786cb7643ea680b8bbeeeee4ede

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Elizabeth Sheedy
2. Carol Alexander
3. Gregor N. F. Weiß
4. Tim Bollerslev
5. Matthias R. Fengler
6. Eirini Konstantinidi

Citations in the corpus

• Developing a stress testing framework based on market risk models (2008, background): “JEL classification: G18; G19; G21 Keywords: Value-at-Risk models; Stress testing; Market risk; Exchange rates; GARCH”
• Impact of macro-economic surprises on carry trade activity (2013, unknown): “Galati et al. (2005) and Morel and Teiletche (2008) study the relationship between official interventions in foreign exchange and market uncertainty.”
• Carry Trades and Currency Crashes (2008, unknown): “This is especially true since currency trades are often conducted by highly leveraged professional investors (Gagnon and Chaboud 2007; Galati et al. 2007).”