Guillaume Bagnarosa

Identifiers

• name variant Guillaume Bagnarosa 0.60 · backfill

Papers (2)

1. Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence q-fin.PM · 2014 · author #3
2. Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades q-fin.ST · 2013 · author #2

Mentions

• 1406.4322 #3 · backfill · confidence 0.70 Guillaume Bagnarosa
• 1303.4314 #2 · backfill · confidence 0.70 Guillaume Bagnarosa

Frequent Coauthors

• Gareth W. Peters 2 shared papers
• Matthew Ames 2 shared papers
• Ioannis Kosmidis 1 shared papers