Chaboud alain p (3 Ergebnisse)

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International Finance Discussion Papers: What Can the Data Tell Us about Carry Trades in Japanese Yen
United States Federal Reserve Board|Gagnon, Joseph E.|Chaboud, Alain P.
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Zustand: New. KlappentextThis paper examines the available data that may shed light on the carry trade in Japanese yen. We define an individual or a sector to be engaged in the carry trade if it has a short position in yen and a long position in other.

International Finance Discussion Papers: The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market
United States Federal Reserve Board|et al.|Chaboud, Alain P.
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Zustand: New. KlappentextWe introduce a new high-frequency foreign exchange dataset from EBS (Electronic Broking Service) that includes trading volume in the global interdealer spot market, data not previously available to researchers. The data also g.