dc.contributor.author | Breedon, F | en_US |
dc.contributor.author | Rime, D | en_US |
dc.contributor.author | Vitale, P | en_US |
dc.date.accessioned | 2016-04-28T13:26:15Z | |
dc.date.available | 2015-10-30 | en_US |
dc.date.issued | 2016-09 | en_US |
dc.date.submitted | 2016-03-14T14:58:46.908Z | |
dc.identifier.issn | 0022-2879 | en_US |
dc.identifier.uri | http://qmro.qmul.ac.uk/xmlui/handle/123456789/12141 | |
dc.format.extent | 1113 - 1134 | en_US |
dc.language.iso | en | en_US |
dc.relation.ispartof | JOURNAL OF MONEY CREDIT AND BANKING | en_US |
dc.subject | F31 | en_US |
dc.subject | G14 | en_US |
dc.subject | G15 | en_US |
dc.subject | forward premium puzzle | en_US |
dc.subject | FX microstructure | en_US |
dc.subject | carry trade | en_US |
dc.subject | survey data | en_US |
dc.title | Carry Trades, Order Flow, and the Forward Bias Puzzle | en_US |
dc.type | Article | |
dc.rights.holder | © 2016 The Ohio State University | |
dc.identifier.doi | 10.1111/jmcb.12328 | en_US |
pubs.author-url | http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000382490500002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=612ae0d773dcbdba3046f6df545e9f6a | en_US |
pubs.issue | 6 | en_US |
pubs.notes | Not known | en_US |
pubs.publication-status | Published | en_US |
pubs.volume | 48 | en_US |