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Financial economics / International finance / Exchange rate / Forward contract / Interest rate parity / Forward exchange rate / Carry / Currency risk / Monetary policy / Economics / Finance / Foreign exchange market


The Returns to Currency Speculation
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Document Date: 2007-01-29 14:21:35


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File Size: 532,29 KB

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City

Cambridge / /

Company

Lehman Brothers / F a /S / Reuters / Goldman Sachs / /

Country

Switzerland / Germany / Belgium / France / Japan / United States / Netherlands / Italy / Canada / United Kingdom / /

Currency

cent / /

/

Facility

Social Sciences Building / Economics Duke University / Economics Northwestern University / /

IndustryTerm

electronic trading systems / brokerage systems / /

NaturalFeature

Mt /Pt / /

Organization

Duke University / Graduate School / School of Management / Northwestern University / NATIONAL BUREAU OF ECONOMIC RESEARCH / Craig Burnside Department / /

Person

Andrew Nowobilski / Isaac Kleshchelski / Lars Hansen / David Backus / Antonio Silva / Angel Serrat / Sergio Rebelo / Barbara Rossi / Kent Daniel / Amitabh Arora / Bacchetta Wincoop / Craig Burnside / Martin Eichenbaum / Kevin Ji / Bob Hodrick / Van Wincoop / David Mozina / Ravi Jagannathan / Sergio Rebelo Kellogg / /

Position

forward at time t / selling currencies forward / Rt / premium and buying currencies forward / Rt and Rt / currency dealer / /

ProvinceOrState

Massachusetts / Yt / /

URL

http /

SocialTag