Sökning: "Gold Hege"

Hittade 1 uppsats innehållade orden Gold Hege.

  1. 1. 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