Currency Carry Trade
碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 95 === Our goal in this thesis is to discuss the possibility of excess returns of currency carry trade, which exploits the ‘forward premium puzzle’. This ‘forward premium puzzle’ represents that the forward exchange rate deviates egregiously from Uncovered Interest...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24197346712344412245 |