Sökning: "UIP puzzle"

Hittade 2 uppsatser innehållade orden UIP puzzle.

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

   Kandidat-uppsats,

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

   Sammanfattning : 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. LÄS MER

3. 2. Is the Carry Trade strategy an explanation of the Uncovered Interest Parity puzzle?

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Benjamin Albertsson; [2018]
   Nyckelord :Uncovered interest rate parity; UIP puzzle; Carry trade.; Business and Economics;

   Sammanfattning : 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. LÄS MER