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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/05880110497144857312 |