Emerging and frontier Africa's currency carry trades : any value to asset allocation decisions?
Year of publication: |
2018
|
---|---|
Authors: | Nkansah, Eric ; Kaseeram, Irrshad |
Published in: |
African journal of business and economic research : AJBER. - London : Adonis & Abbey, ISSN 1750-4554, ZDB-ID 2260653-1. - Vol. 13.2018, 2, p. 61-80
|
Subject: | Currency Carry Trade | Sharpe Ratio Contribution | Asset Class | Asset Allocation | Portfolio-Management | Portfolio selection | Devisenmarkt | Foreign exchange market | Kapitaleinkommen | Capital income | Afrika | Africa | Prognose | Forecast |
-
Forecasting Covariance for Optimal Carry Trade Portfolio Allocations
Ames, Matthew, (2016)
-
Ames, Matthew, (2015)
-
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng, (2024)
- More ...
-
Makhoba, Bongumusa Prince, (2021)
-
Makhoba, Bongumusa Prince, (2021)
-
Declining labour share of income in South Africa : the Kalman filter approach
Kaseeram, Irrshad, (2015)
- More ...