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Evidence of carry trade activity

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Author Info
Gabriele Galati
Alexandra Heath
Patrick McGuire

Additional information is available for the following registered author(s):

Abstract

Interest rate differentials have been a driving force behind exchange rate movements in recent years. This has focused market attention on the role of currency carry trade positions, and on the possibility that a sudden unwinding might adversely affect financial stability. However, carry trades are notoriously difficult to track in the available data. This special feature first outlines the investor base and trading strategies used in carry trades, and then explores various sources of data to gauge activity.

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Publisher Info
Article provided by Bank for International Settlements in its journal BIS Quarterly Review.

Volume (Year): (2007)
Issue (Month): (September)
Pages:
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Handle: RePEc:bis:bisqtr:0709e

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Related research
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Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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This page was last updated on 2008-7-4.

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