Getting the carry trade’s jackpot: finding indicators of carry crash
Polonia Marques Laranjo, Vasco (A.A. 2014/2015) Getting the carry trade’s jackpot: finding indicators of carry crash. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 67. [Master's Degree Thesis]
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Abstract/Index
The carry trade portfolios implementation. Data. Results of the carry trades. Traditional risk factors. Downside risk analysis. Regime indicators.
References
Bibliografia: pp. 48-67.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Theory of finance |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Benigno, Pierpaolo |
| Academic Year: | 2014/2015 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 27 Oct 2015 16:00 |
| Last Modified: | 27 Oct 2015 16:00 |
| URI: | https://tesi.luiss.it/id/eprint/14855 |
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