Carry trade as a speculative investment strategy in Serbia

Carry trade as a speculative investment strategy in Serbia

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This paper is analyses causes and the consequences of a speculative investment carry trade strategy in the exchange market in Serbia. The presence of such type of investor is related to high yields of risk free securities denominated in dinars, as well as the perception of future movements of dinar...

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Main Authors: Bungin Sanja, Filipović Sanja, Matović Danijela
Format: Article
Language:English
Published: Economics institute, Belgrade 2012-01-01
Series:Industrija
Subjects:
carry trade
exchange rate
monetary policy
government debt securities
Online Access:https://scindeks-clanci.ceon.rs/data/pdf/0350-0373/2012/0350-03731204219B.pdf
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spelling doaj-28d09276777e40069f19834091da4a872021-03-23T14:33:28ZengEconomics institute, BelgradeIndustrija0350-03732334-85262012-01-014042192340350-03731204219BCarry trade as a speculative investment strategy in SerbiaBungin Sanja0Filipović Sanja1Matović Danijela2Economic Institute, Belgrade, SerbiaEconomic Institute, Belgrade, SerbiaEconomic Institute, Belgrade, SerbiaThis paper is analyses causes and the consequences of a speculative investment carry trade strategy in the exchange market in Serbia. The presence of such type of investor is related to high yields of risk free securities denominated in dinars, as well as the perception of future movements of dinar exchange rate related to currency that serves as source of investment. The consequences of carry trade may significantly influence exchange rate movements when monetary policy has limited facilities to combat negative and sudden shocks.https://scindeks-clanci.ceon.rs/data/pdf/0350-0373/2012/0350-03731204219B.pdfcarry tradeexchange ratemonetary policygovernment debt securities
collection DOAJ
language English
format Article
sources DOAJ
author Bungin Sanja
Filipović Sanja
Matović Danijela
spellingShingle Bungin Sanja
Filipović Sanja
Matović Danijela
Carry trade as a speculative investment strategy in Serbia
Industrija
carry trade
exchange rate
monetary policy
government debt securities
author_facet Bungin Sanja
Filipović Sanja
Matović Danijela
author_sort Bungin Sanja
title Carry trade as a speculative investment strategy in Serbia
title_short Carry trade as a speculative investment strategy in Serbia
title_full Carry trade as a speculative investment strategy in Serbia
title_fullStr Carry trade as a speculative investment strategy in Serbia
title_full_unstemmed Carry trade as a speculative investment strategy in Serbia
title_sort carry trade as a speculative investment strategy in serbia
publisher Economics institute, Belgrade
series Industrija
issn 0350-0373
2334-8526
publishDate 2012-01-01
description This paper is analyses causes and the consequences of a speculative investment carry trade strategy in the exchange market in Serbia. The presence of such type of investor is related to high yields of risk free securities denominated in dinars, as well as the perception of future movements of dinar exchange rate related to currency that serves as source of investment. The consequences of carry trade may significantly influence exchange rate movements when monetary policy has limited facilities to combat negative and sudden shocks.
topic carry trade
exchange rate
monetary policy
government debt securities
url https://scindeks-clanci.ceon.rs/data/pdf/0350-0373/2012/0350-03731204219B.pdf
work_keys_str_mv AT bunginsanja carrytradeasaspeculativeinvestmentstrategyinserbia
AT filipovicsanja carrytradeasaspeculativeinvestmentstrategyinserbia
AT matovicdanijela carrytradeasaspeculativeinvestmentstrategyinserbia
_version_ 1724205840653615104

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