Browse by Authors

14 October 2016

Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2016): Common Information in Carry Trade Risk Factors.

12 July 2017

Byrne, Joseph P and Sakemoto, Ryuta and Xu, Bing (2017): Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.

14 August 2017

Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2017): Carry Trades and Commodity Risk Factors.

Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2017): The Time-Varying Risk Price of Currency Carry Trades.

12 January 2021

Byrne, Joseph and Sakemoto, Ryuta (2021): The Conditional Volatility Premium on Currency Portfolios.