Essays about: "Carry Trades"

Showing result 1 - 5 of 6 essays containing the words Carry Trades.

1. 1. The Carry Trade: From 1990 to 2020

   University essay from

   Author : Adam Bergin; Philip Thorsell; [2020-06-30]
   Keywords : Carry Trade; UIP; CIP; FX-Markets; Premium Puzzle; American Carry trade; Chief dealer back trade;

   Abstract : This thesis examines the carry trade movements from 1990 to 2020. The purpose is to evaluate how an actively managed carry trade has behaved during different market conditions. READ MORE

3. 2. 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

4. 3. 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

5. 4. Carry Trading & Uncovered Interest Rate Parity : An overview and empirical study of its applications

   University essay from Företagsekonomi; Nationalekonomi

   Author : Farid Tafazoli; Mathias Westman; [2011]
   Keywords : Uncovered Interest Rate Parity; Australian Dollar; Norwegian Kronor; US Dollar; Japanese Yen; Carry Trading;

   Abstract : The thesis examine if the uncovered interest rate parity holds over a 10 year period between Japan and Australia/Norway/USA. The data is collected between February 2001 - December 2010 and is used to, through regression and correlation analysis, explain if the theory holds or not. READ MORE

6. 5. Determinants of Share Price Movements in Bangladesh : Dividends and Retained Earnings

   University essay from Blekinge Tekniska Högskola/Sektionen för management

   Author : Shohrab Hussain Khan; [2009]
   Keywords : Signaling effect of dividends; Information asymmetry; Dividend clientele effect; Price earnings ratio; Lagged price. ;

   Abstract : Background and Problem Discussion: Financial scholars have been conducting studies of dividend policy for several decades; but different researchers have come to different conclusions. Financial economists have come to different conclusion about factors determining dividend policy and effect of dividend policies on common stock price. READ MORE