NO.PZ202212300200001702
问题如下:
Determine under what circumstances the carry trade
will not be executed.
选项:
解释:
Correct Answer:
Carry trade is not
executed when the uncovered interest rate parity holds.
In this case, the
interest rate differential is completely offset by the depreciation of the
currency, making carry trade meaningless.
我觉得还有两个情况
- 波动率
- 融资货币成本变高