Is Implied Taylor Rule Interest Rate Applicable as a Carry Trade Strategy?
This paper evaluates the performance of carry trade strategies with implied Taylor rule interest rate differentials and compares the performance statistics of them over the naive carry trade strategy with actual interest rates. Carry trade, a currency speculation strategy, between high-interest rate...
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| Format: | Article |
| Language: | English |
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EconJournals
2014-12-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/31964/352060?publisher=http-www-cag-edu-tr-ilhan-ozturk |