Sentences with phrase «currency returns examines»

Chapter 7 — Exchange Rates and Common - Currency Returns examines exchange rate fluctuations across 16 countries for 101 years from 1900 to 2000.

Not exact matches

Examines returns from and volatilities of equities, bonds and bills, also addressing inflation rates and currency shifts.

In their October 2017 paper entitled «Value Timing: Risk and Return Across Asset Classes», Fahiz Baba Yara, Martijn Boons and Andrea Tamoni examine the power of value spreads to predict returns for individual U.S. equities, global stock indexes, global government bonds, commodities and currencies.

In their August 2016 paper entitled «Globalization and Asset Returns», Geert Bekaert, Campbell Harvey, Andrea Kiguel and Xiaozheng Wang examine whether economic and financial integration increases global comovement of country equity, bond and currency exchange market rReturns», Geert Bekaert, Campbell Harvey, Andrea Kiguel and Xiaozheng Wang examine whether economic and financial integration increases global comovement of country equity, bond and currency exchange market returnsreturns.

, Arjen Mulder and Ben Tims examine a carry trade strategy that avoids currencies for which exchange rate return is likely to offset interest rate return (the carry trade is unlikely to work).