Currency Premia and Global Imbalances

By Pasquale Della Corte, Steven J. Riddiough, Lucio Sarno. 2016

168 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f5f61ba035777de4f9349a2487a859ff24f2c22b

Citations in the corpus

• Capital Flows and Foreign Exchange Intervention (2019, unknown): “More recently, Della Corte et al. (2016) find evidence of a global imbalance risk factor in currency excess returns.”