Evidence of Carry Trade Activity
Reserve Bank of Australia - Economic Research
De Nederlandsche Bank
Bank for International Settlements (BIS)
September 1, 2007
BIS Quarterly Review, September 2007
Interest rate differentials have been a driving force behind exchange rate movements in recent years. This has focused market attention on the role of currency carry trade positions, and on the possibility that a sudden unwinding might adversely affect financial stability. However, carry trades are notoriously difficult to track in the available data. This special feature first outlines the investor base and trading strategies used in carry trades, and then explores various sources of data to gauge activity.
Number of Pages in PDF File: 15
Keywords: carry trade, BIS banking statistics
JEL Classification: F31, F32, G15Accepted Paper Series
Date posted: October 19, 2009 ; Last revised: March 11, 2012
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