Sökning: "Currency Carry Trades"

Hittade 4 uppsatser innehållade orden Currency Carry Trades.

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

   Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.)

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

   Sammanfattning : 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. LÄS MER

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.

   Master-uppsats, Umeå universitet/Företagsekonomi

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

   Sammanfattning : 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. LÄS MER

4. 3. Currency Carry Trades - Prudent Investments or Just a Lottery?

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Daniel Kunz; Jussi Korhonen; [2009]
   Nyckelord :Currency carry trade; return on carry; uncovered interest parity; risk-adjusted performance measure; Management of enterprises; Företagsledning; management; Business and Economics;

   Sammanfattning : Objectives: The objective of this study is to find out whether currency carry trades are prudent investments or a pure lottery. To consider currency carry trades as a prudent investment strategy they have to fulfill at least one of the following two criteria • The risk-adjusted performance of currency-carry trades should match or outperform the risk-adjusted performance of the equity indices. LÄS MER

5. 4. FOREIGN CURRENCY SPECULATION An interest parity approach to investigate the opportunities for making speculative profits in the foreign exchange market

   D-uppsats, Göteborgs universitet/Graduate Business School

   Författare :Johan Örnberg; Peter Stenström; [2004]
   Nyckelord :Interest parity; uncovered interest parity; carry trading; exchange rates; interest rates; foreign currency speculation; international finance; international monetary economics; forecasting.;

   Sammanfattning : The foreign exchange market is a very large and liquid market all over the world. Daily trades in foreign exchange amount to enormous sums that are larger than the annual GDP of several countries. The question remains of whether a market of this size and trading volume is efficient. LÄS MER