结果:找到“carry trad”相关内容9个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Carry Trade and Momentum in Currency Markets
1 个回复 - 1483 次查看 【作者(必填)】 Burnside, Craig; Eichenbaum, Martin; Rebelo, Sergio 【文题(必填)】 Carry Trade and Momentum in Currency Markets 【年份(必填)】 (2011) 【全文链接或数据库名称(选填)】 A ...2014-7-1 11:28 - peter - 求助成功区
Carry Trades, Monetary Policy and Speculative Dynamics
1 个回复 - 1956 次查看 普林斯顿大学Guillaume Plantin。 Abstract We ask when currency carry trades are associated with destabilizing dynamics in the foreign exchange market, and investigate the role of monetary policy ru ...2013-6-4 17:46 - up2life - 金融学(理论版)
【学习笔记】昨日经济学学习关键词: carry trade 蒙代尔模型,三元悖论 do ...
2 个回复 - 433 次查看 昨日经济学学习关键词: carry trade 蒙代尔模型,三元悖论 dornbushch overshooting model capital control in EM market cobb douglas production function solo resdual2020-2-3 08:47 - stjubqgyyy - Forum
求助JOBF:Can implied volatility predict returns on the currency carry trade
1 个回复 - 411 次查看 【作者(必填)】 Tom Egbers[/backcolor] [/backcolor]Laurens Swinkels[/backcolor] 【文题(必填)】 Can implied volatility predict returns on the currency carry trade 【年份(必填)】 2015 【全文链接或 ...2019-10-31 10:06 - cooper56 - 求助成功区
【求助】 如何理解: long position in bond future 相当于 carry trade?
0 个回复 - 1818 次查看 假设 normal upward sloping yield curve, long futures position will have implicitly earned the accrued interest on the bond and paid the financing cost[/backcol ...2019-1-22 13:53 - lmdavid - CFA Level 3 学习群组
跪求 the time varying systematic risk of carry trade strategies
1 个回复 - 943 次查看 请找一下这个论文里面的G10,G20的对美元的汇率 ,各国的隔夜拆借利率,FXV 等等的日度数据 谢谢万分2015-4-22 19:42 - 上帝的选候 - 金融学(理论版)
[讨论]about carry trade
4 个回复 - 2406 次查看 Recently, I found the phrase-- "carry trade" in some essays. To me, "carry trade" mainly refers to the speculations that borrow the low-interest-rate yen and then buy assets bearing higher yields. T ...2007-2-4 23:58 - vnna - 世界经济与国际贸易
The Time-Varying Systematic Risk of Carry Trade Strategies
0 个回复 - 177 次查看 2004-10-6 12:09 - 卷商400 - Forum