Naive and Optimized Carry Trades and Their Sensitivities to Interest Rates

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Reference

Reichenecker, J. A. (2015). Naive and Optimized Carry Trades and Their Sensitivities to Interest Rates. Paper presented at the Southern Finance Association, Captiva Island, Florida.

Publication type

Presentation at Conference

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

  • Chair in Business Administration, Banking and Financial Management