The determinants and profitability of currency carry trade during periods of market turmoil
This dissertation is an empirical analysis of the determinants of currency carry trade. This study examines the yields engendered by this carry trade strategy during different periods of time with a focus on financial market turmoil periods. It also investigates the connections between carry trade r...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2020
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| Online Access: | https://eprints.nottingham.ac.uk/62169/ |