Currency Portfolios and Global Foreign Exchange Ambiguity
The study examines the effect of global foreign exchange ambiguity on currency portfolios, finding that high ambiguity leads to high currency carry returns and uncovers uncertainty not captured by FX volatility.
Featured in No. 39 on 6 Mar 2024 · 6 days after release · 2 citations today
- Released
- 29 Feb 2024
- First featured
- No. 39 · 6 Mar 2024
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4742236
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).