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Carry Trade Incentives and Turbulence in the Foreign Exchange Market in Colombia

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  • Fredy Gamboa-Estrada

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  • Fredy Gamboa-Estrada, 2017. "Carry Trade Incentives and Turbulence in the Foreign Exchange Market in Colombia," Manchester School, University of Manchester, vol. 85, pages 57-78, September.
    • Handle: RePEc:bla:manchs:v:85:y:2017:i::p:57-78
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    File URL: http://hdl.handle.net/10.1111/manc.12195
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    References listed on IDEAS

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    1. Markus K. Brunnermeier & Lasse Heje Pedersen, 2009. "Market Liquidity and Funding Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
    2. Choy, Marylin & Cerna, Jorge, 2012. "Interrelación entre los mercados de derivados y el mercado de bonos soberanos del Perú y su impacto en las tasas de interés," Working Papers 2012-021, Banco Central de Reserva del Perú.
    3. Sergio A. Díaz & Paula A. González & Claudia A. Sotz, 2013. "Carry-To-Risk Ratio como medida de Carry Trade," Economic Statistics Series 94, Central Bank of Chile.
    4. Markus K. Brunnermeier & Stefan Nagel & Lasse H. Pedersen, 2009. "Carry Trades and Currency Crashes," NBER Chapters, in: NBER Macroeconomics Annual 2008, Volume 23, pages 313-347, National Bureau of Economic Research, Inc.
    5. José Carreño & Paulo Cox, 2014. "Carry Trade y Turbulencias Cambiarias con el Peso Chileno," Working Papers Central Bank of Chile 733, Central Bank of Chile.
    6. Doukas, John A. & Zhang, Hao, 2013. "The performance of NDF carry trades," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 172-190.
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