FX Carry Trade Strategy: the Application of Momentum in Forward Rate Bias Trading

碩士 === 國立臺灣大學 === 財務金融學研究所 === 99 === In recent years, the USD has been widely used as the funding currency due to its low interest and low volatility in currency rates. Especially the low interest rate policy that Greenspan, the former chairman of Federal Reserve, kept since 2003 opened a window of...

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Bibliographic Details
Main Authors: Min-Cheng Tsai, 蔡閔丞
Other Authors: 李賢源
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/05880110497144857312