Listar por autor "Fernández Herráiz, Carlos"

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    • A Sharpe-Ratio-Based Measure for Currencies 

      Prado-Domínguez, Antonio Javier; Fernández Herráiz, Carlos (Universidade da Coruña, Servizo de Publicacións, 2015)
      [Abstract] The Sharpe Ratio offers an excellent summary of the excess return required per unit of risk invested. This work presents an adaptation of the ex-ante Sharpe Ratio for currencies where we consider a random walk ...

    • Exchange Policy Credibility Through the Lens of the Carry Trade: The Mexican Peso and the Brazilian Real 

      Fernández Herráiz, Carlos; Prado-Domínguez, Antonio Javier; Pateiro-Rodríguez, Carlos; García-Iglesias, Jesús M. (Universidade da Coruña, Servizo de Publicacións, 2018)
      [Abstract] Exchange credibility is a valuable asset for currency policymakers. In this article we intend to analyse exchange credibility from the perspective of carry trade speculators. Global speculators' access to shadow ...