THE YIELD OF THE CARRY TRADE STRATEGY

The article analyzes the carry trade strategy in which, according to common definition, traders borrow a currency that has a low-interest rate and use the funds to buy a different currency that is paying a higher interest rate. The aim of this work is to form the optimal strategies and carry trade p...

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Bibliographic Details
Main Author: A. Yu. Mikhailov
Format: Article
Language:Russian
Published: Government of the Russian Federation, Financial University 2018-06-01
Series:Финансы: теория и практика
Subjects:
Online Access:https://financetp.fa.ru/jour/article/view/658