| 国际间利差交易的回眸与展望 |
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| 引用本文： | 张雪莹,李琳.国际间利差交易的回眸与展望[J].中国货币市场,2008(3):28-30. |
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| 作者姓名： | 张雪莹 李琳 |
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| 作者单位： | [1]山东财政学院金融系副教授 [2]兴业银行济南分行 |
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| 摘 要： | 利差交易主要是指借入低利率货币、再投资于高利率货币,从而赚取利差的交易行为。文章介绍了近几年来国际间利差交易的主要种类、规模及收益和风险状况,并对我国利率水平提高后对利差交易产生的影响进行了展望。
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| 关 键 词： | 利差交易 利差—风险比例 夏普比率 |
International carry trade: Review and outlook |
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| Zhang Xueying Li Lin.International carry trade: Review and outlook[J].China Money,2008(3):28-30. |
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| Authors: | Zhang Xueying Li Lin |
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| Abstract: | A currency carry trade is usually defined as a leveraged cross-currency position that involves borrowing funds at a low interest rate in one currency (the funding currency) and buying a higher-yielding asset in another (the target currency). This paper introduces the main currencies involved, the size, the risks and returns on carry trade, and analyzes the potential effect of higher RMB interest rate on carrytrade. |
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| Keywords: | carry trade carry-to-risk ratio sharpe ratio |
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