Extrait
Table of Contents
List of Appendices
List of Figures
List of Tables
List of Formulas
List of Abbreviations
1 Problem outline and significance
1.1 Purpose and Motivation
1.2 Research question
1.2 Methodology
1.3 Disposition
1.4 Terminology
2 Foreign Exchange Markets
2.1 Characteristics of the Foreign Exchange Market
2.2 Efficient Market Hypotheses
3 International Parity Relationships
3.1 Parities
3.2 Interest Rate Parity
3.3 Purchasing Power Parity
3.4 Unbiased Forward Rate
3.5 Fisher Effect
3.6 International Fisher Effect
4 Carry Trade Strategy
4.1 Forward Premium Puzzle
4.2 Explanation of the Carry Trade Strategy
4.3 Risk and Profitability of the Carry Trade Strategy
5 Data set and explanation of the case study
5.1 Assumptions
5.2 Foreign Exchange Rate
5.3 Money Market Rate
5.4 Spread Sheet for Carry Trade Strategy and its Results
6 Fundamental law of Active Management
6.1 Active Return
6.2 Active Risk
6.3 Information Ratio
7 Conclusion and critical acclaim
Bibliography
Appendix
- Citation du texte
- Mag.(FH) Carina Wechtl (Auteur), 2011, Theoretical Background and Simulation of the Carry Trade Strategy within CEE-States, Munich, GRIN Verlag, https://www.grin.com/document/186779
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