IDEAS home Printed from https://ideas.repec.org/a/zbw/zewwka/126008.html
   My bibliography  Save this article

Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten

Author

Listed:
  • Schmeling, Maik
  • Schrimpf, Andreas

Abstract

Carry Trades sind eine seit langem praktizierte, sehr populäre und äußerst profitable Handelsstrategie auf Devisenmärkten. Die hohe durchschnittliche Rendite von Carry Trades bei gleichzeitig vermeintlich nicht übermäßigem Risiko erscheint überraschend, da Carry Trades auf der Annahme systematischer Verletzungen der ungedeckten Zinsparität (UIP) basieren. Neuere theoretische und empirische Arbeiten liefern nun Erklärungsansätze, um die Art der UIP-Verletzungen und das Rendite-Risikoprofil dieser Handelsstrategien besser zu verstehen.

Suggested Citation

  • Schmeling, Maik & Schrimpf, Andreas, 2009. "Rendite und Risiko von Carry Trade Strategien auf Devisenmärkten," ZEW Wachstums- und Konjunkturanalysen, ZEW - Leibniz Centre for European Economic Research, vol. 12(3), pages 10-11.
    • Handle: RePEc:zbw:zewwka:126008
    as

    Download full text from publisher

    File URL: https://www.econstor.eu/bitstream/10419/126008/1/2009-03_4.pdf
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:zewwka:126008. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/zemande.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.