Analysis of carry trade in Brazil: causes and consequences

Bregolin, Joao Pedro (A.A. 2023/2024) Analysis of carry trade in Brazil: causes and consequences. Tesi di Laurea in International financial economics, Luiss Guido Carli, relatore Guido Traficante, pp. 40. [Master's Degree Thesis]

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Abstract/Index

Definition of carry trade. Covered & uncovered interest parity. Subjective definitions of carry trade. Why carry trade occurs. Data evidence of the breakdown of UIP/CIP conditions. Possible explanations of the breakdown of CIP/UIP conditions. Endogenous aspects of carry trade and potential effects on the “rea”’ economy. Analysis on carry trade in Brazil. Relevance of carry trades operations to the Brazilian financial system. Breakdown of CIP in Brazil. Potential effects on Brazilian “real” economy.

References

Bibliografia: pp. 37-39.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair: International financial economics
Thesis Supervisor: Traficante, Guido
Thesis Co-Supervisor: De Arcangelis, Giuseppe
Academic Year: 2023/2024
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 30 Jan 2025 08:49
Last Modified: 30 Jan 2025 08:49
URI: https://tesi.luiss.it/id/eprint/41117

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