Carry trade: benefits and risks

Anna A. Pappa

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Carry trade: benefits and risks

机译：进行贸易：收益与风险

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Empirical studies have shown that carry trade plays an increasingly important role in driving exchange rate movements. In this paper, we analyse the two prominent types of carry trade strategy namely covered interest parity (CIP) and uncovered interest parity (UIP) by examining the benefits and exchange rate risks in an unexpected high volatile environment in emerging markets. The influence of sovereign and liquidity risks on carry trade is also investigated. Since carry trade can have an enormous impact on macro-economic factors, understanding basic characteristics of carry trade will be useful for both researchers and policy makers in countries susceptible to carry trade speculations.

机译：实证研究表明，套利交易在推动汇率变动中起着越来越重要的作用。在本文中，我们通过研究新兴市场意外高波动环境下的收益和汇率风险来分析套利交易策略的两种主要类型，即涵盖利率平价（CIP）和未发现利率平价（UIP）。还研究了主权和流动性风险对套利交易的影响。由于套利交易可能对宏观经济因素产生巨大影响，因此了解套利交易的基本特征对那些容易受到套利交易投机的国家的研究人员和决策者都是有用的。

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来源
《International Journal of Business Innovation Research》 |2014年第4期|411-421|共11页
作者
Anna A. Pappa;
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作者单位

Directorate of Administration and Financial Services, Technological Educational Institute of Epirus, GR-471 00, Arta, Greece;

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原文格式 PDF
正文语种 eng
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关键词
carry trade; unwinding; exchange rate; capital flow; interest differential;

机译：利差交易;放松汇率;资金流量;利益差异;

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Carry trade: benefits and risks

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