Publicação
Carry trade strategy on bonds
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Ribeiro, Gonçalo Sommer | |
| dc.contributor.author | Angelino, Mattia | |
| dc.date.accessioned | 2025-02-24T12:22:54Z | |
| dc.date.available | 2025-02-24T12:22:54Z | |
| dc.date.issued | 2024-01-26 | |
| dc.date.submitted | 2023-12-20 | |
| dc.description.abstract | This study will contribute to a comprehensive understanding of the carry trade strategy in the context of bonds. We will extend the application of the carry concept, typically associated with forex markets, to the bond asset class. Our focus is to delve into the statistical aspects of this strategy and explore how its performance varies across different types of bonds. Additionally, we aim to identify and comprehend the factors that have shaped and could continue to influence this strategy from 2003 to 2023. Our primary objective is to analyze the carry of the slope of the global yield curve. | pt_PT |
| dc.identifier.tid | 203865707 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/179661 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | UID/ECO/00124/2013 | pt_PT |
| dc.subject | Carry | pt_PT |
| dc.subject | Bonds | pt_PT |
| dc.subject | Carry trade | pt_PT |
| dc.subject | Governative bonds | pt_PT |
| dc.subject | Corporate bonds | pt_PT |
| dc.subject | Emergent country bonds | pt_PT |
| dc.title | Carry trade strategy on bonds | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Master’s degree in Finance from the Nova School of Business and Economics | pt_PT |