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Standard and optimized carry trades

Reference

Reichenecker, J. A. (2018). Standard and optimized carry trades. International Journal of Finance & Economics, 23(3), 329-344.

Publication Type

Article in Scientific Journal

Staff Members

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

Participating Institutions

Institute for Financial Services Chair in Business Administration, Banking and Financial Management

Research

Enhanced Carry Trades - A new Approach in Asset Management and Trading
PhD-Thesis
February 2014 until February 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 ... More