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Currency Carry Trade Portfolios and their Sensitivity to Interest Rates

Referenz

Reichenecker, J. A. (2014). Currency Carry Trade Portfolios and their Sensitivity to Interest Rates.

Publication Type

Arbeitspapier

Staff Members

Dr. rer. oec. Jurij-Andrei Reichenecker MSc UZH ETH LL.M.

Participating Institutions

Institut für Finanzdienstleistungen Lehrstuhl für Betriebswirtschaftslehre, Bank- und Finanzmanagement

Research

Enhanced Carry Trades - A new Approach in Asset Management and Trading
Dissertation
Februar 2014 until Februar 2018 (finished)
Standard carry trades sell low-yield currencies and buy high-yield currencies. The trading idea is to capture the interest rate differential between currencies. The unique selection criterion of ... Weitere

DOI

https://dx.doi.org/10.2139/ssrn.2517467