Leveraged carry trade portfolios

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Carry Trade: Risks and Drawdowns

We find important differences in dollar-based and dollar-neutral G10 carry trades. Dollar-neutral trades have positive average returns, are highly negatively skewed, are correlated with risk factors, and exhibit considerable downside risk. In contrast, a diversified dollar-carry portfolio has a higher average excess return, a higher Sharpe ratio, minimal skewness, is unconditionally uncorrelate...

متن کامل

Impact of macroeconomic surprises on carry trade activity

This paper investigates market perceptions of the risk of large exchange rate movements by using information gleaned from risk reversal contracts and macroeconomic news surprises. We focus on the height of the carry trade period in Japan (March 2004 through December 2006). Concerns about sharp yen appreciation were particularly evident during the period of heavy carry trade activity and are mor...

متن کامل

The Leveraged

We present a scheme that leverage orthonormal or biorthogonal wavelets to a new system of biorthogonal wavelets. The leveraged biorthogonal wavelets will have some nice properties. If we start with orthonormal wavelets, the leveraged scaling functions and wavelets are compactly supported and are diierentiable. The derivatives of the leveraged wavelets are orthogonal to their translations; the d...

متن کامل

Commodity Trade and the Carry Trade: A Tale of Two Countries∗

Persistent differences in interest rates across countries account for much of the profitability of currency carry trade strategies. The high-interest rate “investment” currencies tend to be “commodity currencies,” while low interest rate “funding” currencies tend to belong to countries that export finished goods and import most of their commodities. We develop a general equilibrium model of com...

متن کامل

Leveraged network-based financial accelerator

In this paper we build on the network-based financial accelerator model of Delli Gatti et al. (2010), modelling the firms’ financial structure following the ‘‘dynamic trade-off theory’’, instead of the ‘‘packing order theory’’. Moreover, we allow for multiperiodal debt structure and consider multiple bank-firm links based on a myopic preferred-partner choice. In case of default, we also conside...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Banking & Finance

سال: 2009

ISSN: 0378-4266

DOI: 10.1016/j.jbankfin.2008.10.007