The Uncovered Interest Parity and Sovereign CDS Premiums-the case of Latin America countries
碩士 === 國立成功大學 === 財務金融研究所 === 106 === Carry trade strategy is that an investor sells a relative low-yield currency and buy a high-yield currency in different countries. Often, in the boom period this strategy creates positive excess returns, whereas it generates losses in the crisis period. At the f...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/g3zc58 |