Matthew Ames

Identifiers

• name variant Matthew Ames 0.60 · backfill

Papers (2)

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

Mentions

• 1406.4322 #1 · backfill · confidence 0.70 Matthew Ames
• 1303.4314 #1 · backfill · confidence 0.70 Matthew Ames

Frequent Coauthors

• Gareth W. Peters 2 shared papers
• Guillaume Bagnarosa 2 shared papers
• Ioannis Kosmidis 1 shared papers