Essays in international finance
This thesis consists of three essays in international finance, with a focus on the foreign exchange market. The first chapter provides an empirical investigation of the predictive ability of average variance and average correlation on the return to carry trades. Using quantile regressions, we find t...
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University of Warwick
2011
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.560214 |