Euro carry trade and downside market risk
Antonelli, Beatrice (A.A. 2017/2018) Euro carry trade and downside market risk. Tesi di Laurea in International finance, LUISS Guido Carli, relatore Pierpaolo Benigno, pp. 47. [Master's Degree Thesis]
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Abstract/Index
Related literature. The carry trade: basic facts. UIP regressions and currency excess return. Building currency portfolios. Econometric model.
References
Bibliografia: pp. 32-34.
| 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) |
| Outstanding Thesis: | Department of Economics and Finance |
| Chair: | International finance |
| Thesis Supervisor: | Benigno, Pierpaolo |
| Thesis Co-Supervisor: | Borri, Nicola |
| Academic Year: | 2017/2018 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 17 Jan 2019 09:12 |
| Last Modified: | 09 May 2019 09:10 |
| URI: | https://tesi.luiss.it/id/eprint/21931 |
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