Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Good Carry, Bad Carry
Geert Bekaert, George Panayotov
Journal of Financial and Quantitative Analysis (2019) Vol. 55, Iss. 4, pp. 1063-1094
Closed Access | Times Cited: 44

Showing 1-25 of 44 citing articles:

Business cycles and currency returns
Riccardo Colacito, Steven Riddiough, Lucio Sarno
Journal of Financial Economics (2020) Vol. 137, Iss. 3, pp. 659-678
Open Access | Times Cited: 83
Geopolitical risk and currency returns
Xi Liu, Xueyong Zhang
Journal of Banking & Finance (2024) Vol. 161, pp. 107097-107097
Closed Access | Times Cited: 10
Safe haven property of gold and cryptocurrencies during COVID-19 and Russia–Ukraine conflict
Ahmed BenSaïda
Annals of Operations Research (2023)
Closed Access | Times Cited: 15
Exchange rate spillover, carry trades, and the COVID-19 pandemic
Wan-Shin Mo, J. Jimmy Yang, Yu‐Lun Chen
Economic Modelling (2023) Vol. 121, pp. 106222-106222
Open Access | Times Cited: 14
Currency Factors
Arash Aloosh, Geert Bekaert
Management Science (2021) Vol. 68, Iss. 6, pp. 4042-4064
Closed Access | Times Cited: 28
Liquidity Risk and Currency Premia
Paul Söderlind, Fabricius Somogyi
Management Science (2024)
Closed Access | Times Cited: 4
Macro Uncertainty and Currency Premia
Pasquale Della Corte, Aleksejs Krecetovs
SSRN Electronic Journal (2017)
Closed Access | Times Cited: 35
Equity tail risk and currency risk premiums
Zhenzhen Fan, Juan M. Londoño, Xiao Xiao
Journal of Financial Economics (2021) Vol. 143, Iss. 1, pp. 484-503
Open Access | Times Cited: 26
GMM weighting matrices in cross-sectional asset pricing tests
Nora Laurinaityte, Christoph Meinerding, Christian Schlag, et al.
Journal of Banking & Finance (2024) Vol. 162, pp. 107123-107123
Open Access | Times Cited: 3
Cross-momentum strategies in the equity futures and currency markets
Yasuhiro Iwanaga, Ryuta Sakemoto
Journal of International Money and Finance (2024) Vol. 148, pp. 103170-103170
Closed Access | Times Cited: 2
Market Timing and Predictability in FX Markets
Thomas Andreas Maurer, Thuy‐Duong Tô, Ngoc-Khanh Tran
Review of Finance (2022) Vol. 27, Iss. 1, pp. 223-246
Open Access | Times Cited: 10
Can interest rate factors explain exchange rate fluctuations?
Julieta Yung
Journal of Empirical Finance (2021) Vol. 61, pp. 34-56
Closed Access | Times Cited: 13
Risk-adjusted return managed carry trade
Philippe Dupuy
Journal of Banking & Finance (2021) Vol. 129, pp. 106172-106172
Open Access | Times Cited: 13
Pricing Implications of Covariances and Spreads in Currency Markets
Thomas Andreas Maurer, Thuy‐Duong Tô, Ngoc-Khanh Tran
The Review of Asset Pricing Studies (2021) Vol. 12, Iss. 1, pp. 336-388
Closed Access | Times Cited: 11
Dynamic allocations for currency investment strategies
Kei Nakagawa, Ryuta Sakemoto
European Journal of Finance (2022) Vol. 29, Iss. 10, pp. 1207-1228
Closed Access | Times Cited: 8
Commodity sectors and factor investment strategies
Kei Nakagawa, Ryuta Sakemoto
International Review of Financial Analysis (2024) Vol. 95, pp. 103493-103493
Closed Access | Times Cited: 1
Currency carry trades and global funding risk
Sara Ferreira Filipe, Juuso Nissinen, Matti Suominen
Journal of Banking & Finance (2023) Vol. 149, pp. 106800-106800
Closed Access | Times Cited: 3
Skewness Risk Premia and the Cross-Section of Currency Returns
Junye Li, Lucio Sarno, Gabriele Zinna
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Attractive and non-attractive currencies
Philippe Dupuy, Jessica James, Ian W. Marsh
Journal of International Money and Finance (2020) Vol. 110, pp. 102253-102253
Open Access | Times Cited: 7
Currency carry trade: The decline in performance after the 2008 Global Financial Crisis
Zhenzhen Fan, Alexander Paseka, Zhen Qi, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101460-101460
Closed Access | Times Cited: 7
The conditional volatility premium on currency portfolios
Joseph P. Byrne, Ryuta Sakemoto
Journal of International Financial Markets Institutions and Money (2021) Vol. 74, pp. 101415-101415
Open Access | Times Cited: 6
The Risk and Return of Cryptocurrency Carry Trade
Zhenzhen Fan, Feng Jiao, Lei Lü, et al.
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 2
Semivariance and semiskew risk premiums in currency markets
José Da Fonseca, Edem Dawui
Journal of Futures Markets (2020) Vol. 41, Iss. 3, pp. 290-324
Closed Access | Times Cited: 5
Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Sunjin Park
Journal of Banking & Finance (2021) Vol. 136, pp. 106393-106393
Closed Access | Times Cited: 5
Benchmark Currency Stochastic Discount Factors
Piotr Orłowski, Valeri Sokolovski, Erik Sverdrup
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Page 1 - Next Page

Scroll to top