Topic

Research on risk premia, factors, and predictive regressions has traditionally focused on equity markets, while research on foreign exchange has been lagging despite its huge potential. Currently, the low yield environment, large international portfolio flows and unconventional monetary policy have made it crucial for asset managers to incorporate FX strategies and risk management. We therefore welcome papers on FX risk premia, FX strategies, FX valuation, FX and monetary policy, Emerging Market currencies, currency pegs, etc.

Submission of papers

Deadline for submission is March 31, 2019.

Authors of accepted papers will be notified by April 30, 2019.