TRY Replaces INR as Most Attractive Carry Currency
- By Bilal Hafeez and Ben Ford
- Sign-up to discuss on Slack
- 2 min read
• The past week has seen the carry:equity (+0.8%) and carry:vol (+0.6%) strategies outperform the classic carry (-0.2%) (Table 1). RUB underperformance the main contributor (Chart 4).
• The past week has seen the carry:equity (+0.8%) and carry:vol (+0.6%) strategies outperform the classic carry (-0.2%) (Table 1). RUB underperformance the main contributor (Chart 4).
Subscribe to Macro Hive Professional to read this article
and enjoy exclusive professional features such as in-depth analysis, insightful op-eds, and more.
Already have Macro Hive Professional account? Log in