Detalles MARC
| 000 -LEADER |
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| fixed length control field |
02483nam a22002891a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
C00072027c-6 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DO-SdBDB |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20230317143204.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
180305s20152015sz a fr 000 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9789291970810 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
978929197081 |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
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| International Standard Serial Number |
16090381 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DO-SdBDB |
| Language of cataloging |
spa |
| Transcribing agency |
DO-SdBDB |
| 041 0# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 043 ## - GEOGRAPHIC AREA CODE |
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| Geographic area code |
e-sz |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG 3881 .5 .B38 |
| Item number |
.P36 no.81 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Santaella Castell, Julio Alfonso. |
| 245 10 - TITLE STATEMENT |
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| Title |
Currency carry trades in Latin America / |
| Statement of responsibility, etc. |
Julio A. Santaella. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Basel, Switzerland : |
| Name of publisher, distributor, etc. |
Bank for International Settlements, |
| Date of publication, distribution, etc. |
2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
iii, 43 páginas : |
| Other physical details |
ilustraciones, gráficas a color ; |
| Dimensions |
30 cm. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
BIS papers, |
| International Standard Serial Number |
16090381 ; |
| Volume/sequential designation |
No. 81 |
| 505 00 - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Executive summary, 1 -- |
| Title |
1. Introduction, 2 -- |
| -- |
II. Carry trade strategies, 3 -- |
| -- |
A. Three types of currency carry trade, 3 -- |
| -- |
Box 1: Two interest parity conditions relevant for carry trades, 5 -- |
| -- |
1. Carry trade strategy with acquisition of domestic assets, 6 -- |
| -- |
2. Carry trade using (deliverable) FX swaps, 6 -- |
| -- |
3. Currency carry trade strategies using non-deliverable forwards or futures, 7 -- |
| -- |
Box 2: Alternative carry trade or related strategies, 9 -- |
| -- |
B. Arbitrage or other trades, 10 -- |
| -- |
C. Portfolio carry trades, 12 -- |
| -- |
III. Market characteristics relevant for carry trades, 12 -- |
| -- |
A. Foreign investors, counterparties and positions, 12 -- |
| -- |
B. Maturities, hedging, leverage and funding currencies, 13 -- |
| -- |
C. Funding currencies in Latin America, 14 -- |
| -- |
D. Regulations and policies affecting carry trades, 15 -- |
| -- |
IV. Investor perspectives: has the importance of carry trades declined?, 16 -- |
| -- |
V. Indicators of carry trade activity, 20 -- |
| -- |
A. Indicators of incentives for carry trades (returns and risks), 20 -- |
| -- |
B. Indicators of arbitrage opportunities and market Iiquidity, 21 -- |
| -- |
C. Indicators of position-taking, 22 -- |
| -- |
D. Additional investor perspectives on indicators of carry trade activity, 24 -- |
| -- |
VI. Conclusion: what have we learned about carry trades in Latin America?, 25 -- |
| -- |
Annex I Some research on carry trades, 27 -- |
| -- |
Annex II Positioning indicators, 29 -- |
| -- |
Annex III. Graphs, 30 -- |
| -- |
References, 38 -- |
| -- |
Glossary of selected terms used in this report, 41 -- |
| -- |
Acronyms, abbreviations and other terms, 41 -- |
| -- |
CCA/CGDO Study Group on Carry Trades, 42. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mercados de divisas. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Integración económica. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
BIS papers. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Monografía - Colección General |
