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)
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: 17 Jan 2019 09:12
URI: https://tesi.luiss.it/id/eprint/21931

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