Global Macro Risks in Currency Excess Returns /

We study the cross-sectional variation of carry-trade-generated currency excess returns in terms of their exposure to global macroeconomic fundamental risk. The risk factor is the cross-country high-minus-low conditional skewness of the unemployment rate gap. It gives a measure of global macroeconom...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Berg, Kimberly A.
Körperschaft:
National Bureau of Economic Research
Weitere Verfasser:
Mark, Nelson
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Cambridge, Mass. National Bureau of Economic Research 2017.
Zusammenfassung:
We study the cross-sectional variation of carry-trade-generated currency excess returns in terms of their exposure to global macroeconomic fundamental risk. The risk factor is the cross-country high-minus-low conditional skewness of the unemployment rate gap. It gives a measure of global macroeconomic uncertainty and is robustly priced in currency excess returns. A widening of the high-minus-low skewness of the unemployment rate gap signifies increasing divergence, disparity, and inequality of economic performance across countries.
Umfang:
1 online resource: illustrations (black and white);
Anmerkungen:
September 2017.
Schlagworte: