Carry Trading & Uncovered Interest Rate Parity : An overview and empirical study of its applications
The thesis examine if the uncovered interest rate parity holds over a 10 year period between Japan and Australia/Norway/USA. The data is collected between February 2001 - December 2010 and is used to, through regression and correlation analysis, explain if the theory holds or not. In the thesis it i...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
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Linköpings universitet, Företagsekonomi
2011
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70478 |