Currency Carry Trade Portfolios and their Sensitivity to Interest Rates

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Reference

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

Publication type

Working Paper

Research

Enhanced Carry Trades - A new Approach in Asset Management and Trading
PhD-Thesis, since February 2014

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 ...

Persons

Organizational Units

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