Currency excess returns and political risk

Bondatti, Massimiliano (A.A. 2016/2017) Currency excess returns and political risk. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 44. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


Literature review. Data and descriptive statistics. Risk premia behind the UIP, and carry trade. Political risk in currency returns.


Bibliografia: pp. 25-26.

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: Nucera, Federico Calogero
Academic Year: 2016/2017
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 15 May 2018 14:12
Last Modified: 15 May 2018 14:12


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