The determinants and profitability of currency carry trade during periods of market turmoil

QR Code

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...

Full description

Bibliographic Details
Main Author:	Bouakicha, Celia
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Online Access:	https://eprints.nottingham.ac.uk/62169/

Similar Items

Cointegration test on ASEAN currencies before and during the currency turmoil
by: Fauzias Mat Nor,, et al.
Published: (2000)

A Proposal to Boost the Profitability of Carry Trade
by: Moosa, I., et al.
Published: (2013)

The Determinants of Bank Profitability in Vietnam during the period 2009-2015
by: LUU, HANH THU
Published: (2016)

Understanding the price of volatility risk in carry trades
by: Ahmed, Shamim, et al.
Published: (2015)

An Empirical Analysis on the Determinants of Chinese Commercial Banks's Profitability during the period 2011-2016
by: LIU, YANG
Published: (2018)

The role of Islam and natural resources in current Mali political turmoil
by: Shuriye, Abdi Omar, et al.
Published: (2013)

The diversification benefits from Islamic investment during the financial turmoil: the case for the US-based equity investors
by: Saiti, Buerhan, et al.
Published: (2014)

Modelling the dependence structure between bitcoin and major currencies using copula dynamic during extreme period
by: Goh, Pei Shan, et al.
Published: (2025)

Subprime Turmoil and Credit Crunch: Investigation of the factors behind the financial crisis
by: Hamon, Gregory
Published: (2008)

On the determinants of the evolution of the volatility surface in the over-the-counter currency option market
by: Hu, Laixi
Published: (2014)

Impact of turmoil on the health care delivery system in Kashmir” Kashmir, heaven on earth?
by: Rathor, Mohammad Yousuf, et al.
Published: (2006)

Probing the practicality of ethical school leadership amid socio-political and economic turmoil
by: Chingwanangwanana, Bernard, et al.
Published: (2024)

Efficiency of the foreign currency options market
by: Hoque, Mohammed, et al.
Published: (2008)

To ban or not ban political parties:correlates of turmoil and the problem of "Deutschian Conflict" in black Africa
by: Zakaria Haji Ahmad,
Published: (1979)

The Best Trading System to Generate Profits
by: F. K., H., et al.
Published: (2011)

Public dignity, private turmoil: an anthropological study of celibacy and sexual intimacy in the Roman Catholic Priesthood
by: Anderson, Jane Estelle
Published: (2003)

Macro and bank specific determinants that affect profitability of commercial bank in Malaysia from period 2007 to 2016
by: Anitha, Ramachandran, et al.
Published: (2019)

The determinants of crypto currency price: the case of Bitcoin
by: Woo, Xue Ling, et al.
Published: (2019)

The Linearity Property Of Asean-5 Real Exchange Rates In Pre-Asian Currency Crisis Period
by: Venus, Khim-Sen Liew, et al.
Published: (2004)

An econometric model of corporate failure in periods of financial and currency crises in Nigeria / Abdulkadir Abdulrashid Rafindadi
by: Rafindadi, Abdulkadir Abdulrashid
Published: (2015)

Output-price dynamics in the asean-5 countries: evidence from the pre- and post-1997 financial turmoil
by: Kassim, Salina, et al.
Published: (2008)

Bukit Antarabangsa: a legal review of the landslide turmoil / Amalina Yasmin Mohd. Sokri ...[et al.]
by: Mohd. Sokri, Amalina Yasmin, et al.
Published: (2009)

The effect of symmetric and asymmetric information on volatility structure of crypto-currency markets: a case study of bitcoin currency
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2019)

Can a common currency induce intra-regional trade? The southeast asian perspective
by: Kabir, S., et al.
Published: (2016)

The effect of working capital management on firm ‘s profitability through manufacturing and service sector in Malaysia during period 2007-2016
by: Thi, Thuy Trang Nguyen
Published: (2018)

Determinants of bank profitability in developed and developing countries before and during the crisis
by: Latisevs, Jevgenijs
Published: (2011)

Determinants of Banks' Profitability and its Implication on Risk Management Practices: Panel Evidence from the UK in the Period 1999-2006
by: Li, Yuqi
Published: (2007)

Foreign investors and the market for Indonesian government local-currency bonds
by: Sulistiono, Arif Prabowo
Published: (2023)

Asymmetric volatility and risk analysis of Bitcoin Crypto currency market
by: Yam, Xing Quan, et al.
Published: (2023)

Predictability of trends in foreign exchange market: the case of Asean currencies
by: Othman Yong,
Published: (1986)

Regional Currency or Regional Trade Policy? An East Asian Perspective of 21st Century Growth
by: Salim, Ruhul, et al.
Published: (2019)

Capitalism expansion and local adaptation: maritime trade network on the North Coast of Java during the early modern period
by: Sulistiyono, Singgih Tri, et al.
Published: (2021)

The Islamic currency
by: Abdullah, Adam
Published: (2016)

The determinants that influencing currency depreciation in Malaysia / Nur Syazwani Ibrahim
by: Ibrahim, Nur Syazwani
Published: (2017)

Determinants of Banks’ Profitability Before and During The Financial Crisis: Evidence from UK
by: Ou, Haibo
Published: (2011)

Determinants of profitability in ACE market Bursa Malaysia: evidence from panel models
by: Ghasemi, Maziar, et al.
Published: (2017)

Currency Board Versus Central Bank In A Currency Crisis
by: Ho, Kenneth Tet Meng
Published: (1998)

Currency Board Versus Central Bank in a Currency Crisis
by: Ho, Kenneth Tat Meng
Published: (1998)

Can a Common Currency Induce Intra-Regional Trade? The South-East Asian (ASEAN) Perspective,
by: Kabir, S., et al.
Published: (2016)

Musculoskeletal model of awkward carrying postures
by: N.A., Abdul Majid
Published: (2016)