Business Cycles and Currency Returns
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- Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020. "Business cycles and currency returns," Journal of Financial Economics, Elsevier, vol. 137(3), pages 659-678.
- Sarno, Lucio & Colacito, Ric & Riddiough, Steven, 2019. "Business Cycles and Currency Returns," CEPR Discussion Papers 14015, C.E.P.R. Discussion Papers.
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Cited by:
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021.
"Monetary policy’s rising FX impact in the era of ultra-low rates,"
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More about this item
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2019-10-07 (International Finance)
- NEP-OPM-2019-10-07 (Open Economy Macroeconomics)
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