Essays about: "Currency Carry Trades"

Found 2 essays containing the words Currency Carry Trades.

1. 1. Optimising Emerging Market Currency Carry Trades using Risk Indicators

   University essay from KTH/Industriell ekonomi och organisation (Inst.)

   Author : Wiktor Mlynarczyk; Mattias Berggren; [2015]
   Keywords : currency carry trade; emerging markets; risk indicator; valutahandel; tillväxtmarknader; riskindikator;

   Abstract : The currency carry trade – whereby one simultaneously borrows in a currency with low interest rate and invests in a currency with high interest rate – is estimated to be at least USD 2.0 trillion in emerging markets alone. READ MORE

3. 2. Relationship between Currency Carry Trades and Gold Returns : A quantitative study of G-10 currencies: correlation and spillover effects for the last two decades.

   University essay from Umeå universitet/Företagsekonomi

   Author : Johannes Hornbrinck; Jonas Olausson; [2014]
   Keywords : Gold; Currency Carry Trades; Carry Trades; Portfolio choice; Sweden; Gold Hege; Gold diversifier; Gold safe-haven; UIP; Relationship;

   Abstract : Currency carry trade is an investment strategy that recently started gaining a lot of interest not only among investors and financial institutions but also academically. One of the underlying theoretical assumptions regarding the mechanisms of the foreign exchange market, the Uncovered Interest Parity has frequently been disproved in practice which has led to the conclusion that carry trade is profitable in practice. READ MORE