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Byrne, Joseph P and Ibrahim, Boulis Maher and Sakemoto, Ryuta (2016): Common Information in Carry Trade Risk Factors.
Byrne, Joseph P and Sakemoto, Ryuta and Xu, Bing (2017): Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.
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.
Byrne, Joseph and Sakemoto, Ryuta (2021): The Conditional Volatility Premium on Currency Portfolios.