Rachel
2019-12-30 14:12老師，請問書本418頁第十九題答案， carry trades are occasionally subject to panicked unwinds in stressed market conditions. When this occurs, position exit can be made more difficult by market illiquidity and higher trading costs (wider bid/offer spreads)這段什么意思？怎么理解？ return distributions are often negatively skewed, reflect-ing the higher event risk (panicked carry trade unwinds, currency pegs being re- set, etc.) associated with the carry trade扣號里的怎么解釋？
所屬：CFA Level III > Derivatives and Currency Management 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Dean助教
2019-12-31 16:50
該回答已被題主采納
同學你好
1. 這段話的意思是在緊張的市場環(huán)境下，套利交易者有時會感到恐慌。 發(fā)生這種情況時，由于市場流動性不足和交易成本上升（買賣差價擴大），從相關交易中退出會變得更加困難。
2. 是指一些事件使套利交易者中途退出，比如所釘住的貨幣發(fā)生了變化等等。
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