Sassano, Nicola (A.A. 2022/2023) Navigating FX markets: STEER model CIP and UIP. Tesi di Laurea in Equity markets and alternative investments, Luiss Guido Carli, relatore Paolo Vitale, pp. 40. [Master's Degree Thesis]

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Abstract/Index

Exchange rates determinants and STEER model. Exchange rate fundamental (PPP). Exchange rate fundamental (FEVE). Exchange rate fundamental (others). STEER model. What is CIP and how to find it. What is covered parity. When and why deviations from the CIP exist? UIP model and optimal portfolio construction. What is UIP? How to reduce spot volatility and currency crash. Sample of optimal carry portfolio.

References

Bibliografia: p. 40.

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:	Equity markets and alternative investments
Thesis Supervisor:	Vitale, Paolo
Thesis Co-Supervisor:	Cybo, Ottone Alberto
Academic Year:	2022/2023
Session:	Extraordinary
Deposited by:	Alessandro Perfetti
Date Deposited:	18 Jul 2024 10:29
Last Modified:	18 Jul 2024 10:29
URI:	https://tesi.luiss.it/id/eprint/39396

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