Essays about: "currency carry trade"
Showing result 1 - 5 of 10 essays containing the words currency carry trade.
-
1. The developed market currency tango: Carry trade and hedging during 2014 – 2019. VECM and DCC approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this study carry trade activity in AUD, CAD, EUR and YEN vis the USD between 2014 – 2019 was analysed. The first approach employs a VECM, analyse evidence of carry trade recorded in the exchange rate pairs Futures, Forwards and Spot. READ MORE
-
2. Is the Carry Trade strategy an explanation of the Uncovered Interest Parity puzzle?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper examines the uncovered interest rate parity (UIP) and extends the analysis in Spronk, Verschoor and Zwinkels (2013) by looking at the UIP between Sweden and the United Kingdom. The flaws of the UIP and the reasons for why it does not seem to hold, has been called the UIP puzzle. READ MORE
-
3. Carry trade optimization
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : This thesis investigates various possible improvements of implementing the carry trade. For this purpose a number of benchmark carry trade strategies are formed to which the results of the modified strategies are compared. READ MORE
-
4. Relationship between currency carry trade and DAX & DJIA
University essay from Umeå universitet/FöretagsekonomiAbstract : Abstract: The last decade currency carry trade has gained a lot of popularity because of their apparent profitability. It is a strategy that has been developed to exploit violations of the Uncovered Interest Rate Parity. READ MORE
-
5. Optimising Emerging Market Currency Carry Trades using Risk Indicators
University essay from KTH/Industriell ekonomi och organisation (Inst.)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