The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks
收藏NBER2013-05-01 更新2025-01-04 收录
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https://www.nber.org/papers/w19039
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资源简介：
We show that Eurozone bank risks during 2007-2012 can be understood as a "carry trade" behavior. Bank equity returns load positively on peripheral (Greece, Ireland, Portugal, Spain and Italy, or GIPSI) bond returns and negatively on German government bond returns, a position that generated "carry"
提供机构：
美国国家经济研究局
创建时间：
2013-05-01
