Fonctionnement du carry trading et vulnérabilité en période de crises financière : Une étude approfondie
Medjdoub, Farouk Arslane
Promotor(s) : Santi, Caterina
Date of defense : 17-Jan-2024/26-Jan-2024 • Permalink : http://hdl.handle.net/2268.2/19553
Details
Title : | Fonctionnement du carry trading et vulnérabilité en période de crises financière : Une étude approfondie |
Translated title : | [en] Operation of carry trading and vulnerability during financial crises: An in-depth study |
Author : | Medjdoub, Farouk Arslane |
Date of defense : | 17-Jan-2024/26-Jan-2024 |
Advisor(s) : | Santi, Caterina |
Committee's member(s) : | Bouacida, Malik |
Language : | French |
Number of pages : | 60 |
Keywords : | [fr] Carry trading, hedge funds, devises , taux d'intérêts, inflation, crise financières, économie |
Discipline(s) : | Business & economic sciences > Finance |
Target public : | Student |
Institution(s) : | Université de Liège, Liège, Belgique |
Degree: | Master en sciences de gestion, à finalité spécialisée en Banking and Asset Management |
Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[fr] The carry trading is an investment strategy based on borrowing at a low cost in one currency to invest in another currency offering a higher yield and this strategy relies on the interest rate differential between the two currencies , and under normal conditions, carry trading can be profitable and as it is standing nowadays , a tremendous number of financial institutions have relied on this strategy, generating returns through interest rate differentials.
File(s)
Document(s)
TFE Fonctionnement du carry trading et vulnérabilité en période de crise.pdf
Description: Travail de fin d'études
Size: 2.02 MB
Format: Adobe PDF
Description: Travail de fin d'études
Size: 2.02 MB
Format: Adobe PDF
Cite this master thesis
All documents available on MatheO are protected by copyright and subject to the usual rules for fair use.
The University of Liège does not guarantee the scientific quality of these students' works or the accuracy of all the information they contain.
The University of Liège does not guarantee the scientific quality of these students' works or the accuracy of all the information they contain.