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.
Abstract/Index
Literature review. Data and descriptive statistics. Risk premia behind the UIP, and carry trade. Political risk in currency returns.
References
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 |
| URI: | https://tesi.luiss.it/id/eprint/20978 |
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