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Posted on Jul 21, 2024

collect data on a low interest rate country and a high interest rate country. calculate the total return on your carry trade strategy for every

collect data on a low interest rate country and a high interest rate country. calculate the total return on your carry trade strategy for every month starting in January 2009 and ending in December 2017

please provide methodology for carry trade strategy

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Jan 2009 Feb 2009 Mar 2009 Apr 2009 May 2009 Jun 2009 Jul 2009 Aug 2009 Sep 2009 Oct 2009 Nov 2009 Dec 2009 2.32 2.38 2.24 2.18 2.01 1.95 1.88 1.87 1.79 1.71 1.74 1.74 Brazil 13.32 12.66 11.11 10.16 9.54 9.01 8.65 8.65 8.65 3.66 8.65 Exchange Rates, National Currency Per U.S. Dollar, End of Period, Rate Monetary and Financial Accounts, Interest Rates, Other Depository Corporations Rates, Interbank Rates, Money Market Rate, Percent per Annum Exchange Rates, National Currency Per U.S. Dollar, End of Period, Rate Monetary and Financial Accounts, Interest Rates, Other Depository Corporations Rates, Interbank Rates, Money Market Rate, Percent per Annum 0.70 0.70 11.70 0.70 0.50 0.70 11.11 0.67 0.40 0.67 10.16 0.62 0.40 0.62 9.54 3.01 0.600.60 0.40 0.40 0.60 060 0.70 0.80 8.65 0.61 0.40 0.61 8.6 0.62 0.40 0.62 8.65 0.61 0.45 0.61 0.62 0.81 0.45 United Kingdom 1.25 1.26 0.80 0.50 0.40 0.40 0.40 0.40 0.40 0.40 0.45 0.45 0.45 Jan 2010 Feb 2010 Mar 2010 Apr 2010 May 2010 Jun 2010 Jul 2010 Aug 2010 Sep 2010 Oct 2010 Nov 2010 Dec 2010 1.86 1.84 1.79 1.73 1.83 1.81 1.76 1.76 1.70 1.70 1.73 1.69 Brazil 8.65 8.65 8.65 8.72 9.39 9.94 10.32 10.66 10.66 10.66 10.66 10.66 8.85 0.6 8.5 0.66 8.12 065 0.39 0.69 0.94 0.67 10.32 0.64 0.6 0.65 1066 063 10.56 063 0.66 0.64 0.62 0.62 0.66 0.66 0.65 0.69 0.67 0.64 0.65 0.63 0.63 0.64 0.64 United Kingdom 0.45 0.45 0.45 0.46 0.48 0.48 0.49 0.49 0.49 0.50 0.50 0.51 Jan 2012 Feb 2012 Mar 2012 Apr 2012 May 2012 Jun 2012 Jul 2012 Aug 2012 Sep 2012 Oct 2012 Nov 2012 Dec 2012 1.75 1.70 1.83 1.89 2.01 2.09 2.03 2.05 2.03 2.03 2.10 2.05 Brazil 10.62 10.30 7.14 9.19 8.72 8.39 8.07 8.07 7.85 7.397.23 7.39 7.23 7.14 7.16 0.63 10.30 0.63 0.50 9.66 0.62 0.50 0.62 9.19 0.61 0.50 8.72 0.64 0.50 8.39 0.64 0.50 0.64 0.62 0.62 0.62 0.63 0.64 0.45 0.63 0.46 United Kingdom 0.50 0.50 0.50 0.50 0.50 0.50 0.45 0.46 0.46 0.46 0.45 0.45 0.45 0.45 Jan 2013 Feb 2013 Mar 2013 Apr 2013 May 2013 Jun 2013 Jul 2013 Aug 2013 Sep 2013 Oct 2013 Nov 2013 Dec 2013 1.99 1.98 2.02 2.00 2.09 2.22 2.26 2.36 2.26 2.18 2.30 2.35 Brazil 7.11 7.13 7.15 7.15 7.26 7.26 7.42 7.42 7.90 7.90 8.23 8.23 8.45 8.90 9.25 9.45 9.90 9.90 0.63 0.65 062 0.66 0.45 0.66 0.45 0.64 0.45 8.45 0.65 0.45 0.66 0.45 0.61 0.65 0.45 0.65 0.45 8.90 0.62 0,46 9.25 0.62 0,45 9.45 0.61 0,49 United Kingdom 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.49 Jan 2014 Feb 2014 Mar 2014 Apr 2014 May 2014 Jun 2014 Aug 2014 | Sep 2014 Oct 2014 Nov 2014 Dec 2014 2.42 2.34 2.26 2.22 2.24 2.20 2.24 2.25 2.45 2.41 2.52 2.66 Brazil 10.17 10.42 10.65 10.87 10.90 10.90 10.90 10.90 10.90 10.92 11.15 11.58 0.61 0.60 0.60 0.59 0.59 0.59 0.59 0.59 0.60 0.62 0.62 0.64 0.64 0.64 United Kingdom 0.60 0.40 0.62 0.40 0.62 0.40 0.45 0.45 0.43 0.40 0.40 0.40 0.40 0.40 0.40 0.40 0.40 0.40 Jan 2015 Feb 2015 Mar 2015 Apr 2015 May 2015 Jun 2015 Jul 2015 Aug 2015 Sep 2015 Oct 2015 Nov 2015 Dec 2015 2.60 2.87 3.19 2.94 3.17 3.14 3.37 3.58 4.12 3.93 3.71 3.90 Brazil 11.82 12.15 12.58 12.68 13.15 13.58 13.69 14.15 14.15 14.15 14.15 14.15 14.15 0.66 0.65 0.65 0.68 0.68 0.65 0.65 0.66 0.64 0.64 0.64 0.65 0.65 0.66 0.66 0.65 0.65 0.67 0.67 United Kingdom 0.40 0.45 0.40 0.40 0.40 0.35 0.40 0.40 0.35 0.40 0.40 og 0.40 Jan 2016 Feb 2016 Mar 2016 Apr 2016 May 2016 Jun 2016 Jul 2016 Aug 2016 Sep 2016 Oct 2016 Nov 2016 Dec 2016 4.08 3.96 3.61 3.50 3.60 3.24 3.27 3.24 3.25 3.18 3.40 3.26 Brazil 14.15 14.15 14.15 14.15 14.15 14.15 14.15 14.15 14.15 14.05 13.90 13.65 14.15 10.70 0.40 0.70 14.15 0.12 0.40 0.72 14.15 0.69 0.40 0.69 14.15 0.68 0.45 0.68 14.15 0.8 0.45 0.68 14:15 0.74 0.40 0.74 14:15 0.76 0.40 0.76 14:15 0.76 0.18 14:15 0. 0.13 0.77 14.05 0.82 0.18 0.82 13.90 0.60 0.10 0.80 13.65 0.81 0.10 0.81 United Kingdom 0.40 0.40 0.40 0.45 0.45 0.40 0.40 0.18 0.13 0.18 0.10 0.10 Jan 2017 Feb 2017 Mar 2017 Apr 2017 May 2017 Jun 2017 Jul 2017 Aug 2017 Sep 2017 Oct 2017 Nov 2017 Dec 2017 3.13 3.10 3.17 3.20 C 3.24 3.31 3.13 3.15 3.17 3.28 3.26 3.31 Brazil 13.17 12.82 12.15 11.59 11.15 10.15 10.01 9.15 8.35 8.01 6.64 7.00 0.80 0.80 0.80 0.80 0.80 0.80 0.77 0.77 0 0.78 0.77 0.77 0.76 0.76 0.78 0.75 0.75 0.76 0.76 0.74 0.74 United Kingdom 0.19 0.19 0.19 0.19 0.10 0.10 0.18 0.18 0.18 0.18 0.10 0.10 0.18 0.18 0.19 0.19 0.19 0.19 0.19 031 0.31 Jan 2009 Feb 2009 Mar 2009 Apr 2009 May 2009 Jun 2009 Jul 2009 Aug 2009 Sep 2009 Oct 2009 Nov 2009 Dec 2009 2.32 2.38 2.24 2.18 2.01 1.95 1.88 1.87 1.79 1.71 1.74 1.74 Brazil 13.32 12.66 11.11 10.16 9.54 9.01 8.65 8.65 8.65 3.66 8.65 Exchange Rates, National Currency Per U.S. Dollar, End of Period, Rate Monetary and Financial Accounts, Interest Rates, Other Depository Corporations Rates, Interbank Rates, Money Market Rate, Percent per Annum Exchange Rates, National Currency Per U.S. Dollar, End of Period, Rate Monetary and Financial Accounts, Interest Rates, Other Depository Corporations Rates, Interbank Rates, Money Market Rate, Percent per Annum 0.70 0.70 11.70 0.70 0.50 0.70 11.11 0.67 0.40 0.67 10.16 0.62 0.40 0.62 9.54 3.01 0.600.60 0.40 0.40 0.60 060 0.70 0.80 8.65 0.61 0.40 0.61 8.6 0.62 0.40 0.62 8.65 0.61 0.45 0.61 0.62 0.81 0.45 United Kingdom 1.25 1.26 0.80 0.50 0.40 0.40 0.40 0.40 0.40 0.40 0.45 0.45 0.45 Jan 2010 Feb 2010 Mar 2010 Apr 2010 May 2010 Jun 2010 Jul 2010 Aug 2010 Sep 2010 Oct 2010 Nov 2010 Dec 2010 1.86 1.84 1.79 1.73 1.83 1.81 1.76 1.76 1.70 1.70 1.73 1.69 Brazil 8.65 8.65 8.65 8.72 9.39 9.94 10.32 10.66 10.66 10.66 10.66 10.66 8.85 0.6 8.5 0.66 8.12 065 0.39 0.69 0.94 0.67 10.32 0.64 0.6 0.65 1066 063 10.56 063 0.66 0.64 0.62 0.62 0.66 0.66 0.65 0.69 0.67 0.64 0.65 0.63 0.63 0.64 0.64 United Kingdom 0.45 0.45 0.45 0.46 0.48 0.48 0.49 0.49 0.49 0.50 0.50 0.51 Jan 2012 Feb 2012 Mar 2012 Apr 2012 May 2012 Jun 2012 Jul 2012 Aug 2012 Sep 2012 Oct 2012 Nov 2012 Dec 2012 1.75 1.70 1.83 1.89 2.01 2.09 2.03 2.05 2.03 2.03 2.10 2.05 Brazil 10.62 10.30 7.14 9.19 8.72 8.39 8.07 8.07 7.85 7.397.23 7.39 7.23 7.14 7.16 0.63 10.30 0.63 0.50 9.66 0.62 0.50 0.62 9.19 0.61 0.50 8.72 0.64 0.50 8.39 0.64 0.50 0.64 0.62 0.62 0.62 0.63 0.64 0.45 0.63 0.46 United Kingdom 0.50 0.50 0.50 0.50 0.50 0.50 0.45 0.46 0.46 0.46 0.45 0.45 0.45 0.45 Jan 2013 Feb 2013 Mar 2013 Apr 2013 May 2013 Jun 2013 Jul 2013 Aug 2013 Sep 2013 Oct 2013 Nov 2013 Dec 2013 1.99 1.98 2.02 2.00 2.09 2.22 2.26 2.36 2.26 2.18 2.30 2.35 Brazil 7.11 7.13 7.15 7.15 7.26 7.26 7.42 7.42 7.90 7.90 8.23 8.23 8.45 8.90 9.25 9.45 9.90 9.90 0.63 0.65 062 0.66 0.45 0.66 0.45 0.64 0.45 8.45 0.65 0.45 0.66 0.45 0.61 0.65 0.45 0.65 0.45 8.90 0.62 0,46 9.25 0.62 0,45 9.45 0.61 0,49 United Kingdom 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.45 0.49 Jan 2014 Feb 2014 Mar 2014 Apr 2014 May 2014 Jun 2014 Aug 2014 | Sep 2014 Oct 2014 Nov 2014 Dec 2014 2.42 2.34 2.26 2.22 2.24 2.20 2.24 2.25 2.45 2.41 2.52 2.66 Brazil 10.17 10.42 10.65 10.87 10.90 10.90 10.90 10.90 10.90 10.92 11.15 11.58 0.61 0.60 0.60 0.59 0.59 0.59 0.59 0.59 0.60 0.62 0.62 0.64 0.64 0.64 United Kingdom 0.60 0.40 0.62 0.40 0.62 0.40 0.45 0.45 0.43 0.40 0.40 0.40 0.40 0.40 0.40 0.40 0.40 0.40 Jan 2015 Feb 2015 Mar 2015 Apr 2015 May 2015 Jun 2015 Jul 2015 Aug 2015 Sep 2015 Oct 2015 Nov 2015 Dec 2015 2.60 2.87 3.19 2.94 3.17 3.14 3.37 3.58 4.12 3.93 3.71 3.90 Brazil 11.82 12.15 12.58 12.68 13.15 13.58 13.69 14.15 14.15 14.15 14.15 14.15 14.15 0.66 0.65 0.65 0.68 0.68 0.65 0.65 0.66 0.64 0.64 0.64 0.65 0.65 0.66 0.66 0.65 0.65 0.67 0.67 United Kingdom 0.40 0.45 0.40 0.40 0.40 0.35 0.40 0.40 0.35 0.40 0.40 og 0.40 Jan 2016 Feb 2016 Mar 2016 Apr 2016 May 2016 Jun 2016 Jul 2016 Aug 2016 Sep 2016 Oct 2016 Nov 2016 Dec 2016 4.08 3.96 3.61 3.50 3.60 3.24 3.27 3.24 3.25 3.18 3.40 3.26 Brazil 14.15 14.15 14.15 14.15 14.15 14.15 14.15 14.15 14.15 14.05 13.90 13.65 14.15 10.70 0.40 0.70 14.15 0.12 0.40 0.72 14.15 0.69 0.40 0.69 14.15 0.68 0.45 0.68 14.15 0.8 0.45 0.68 14:15 0.74 0.40 0.74 14:15 0.76 0.40 0.76 14:15 0.76 0.18 14:15 0. 0.13 0.77 14.05 0.82 0.18 0.82 13.90 0.60 0.10 0.80 13.65 0.81 0.10 0.81 United Kingdom 0.40 0.40 0.40 0.45 0.45 0.40 0.40 0.18 0.13 0.18 0.10 0.10 Jan 2017 Feb 2017 Mar 2017 Apr 2017 May 2017 Jun 2017 Jul 2017 Aug 2017 Sep 2017 Oct 2017 Nov 2017 Dec 2017 3.13 3.10 3.17 3.20 C 3.24 3.31 3.13 3.15 3.17 3.28 3.26 3.31 Brazil 13.17 12.82 12.15 11.59 11.15 10.15 10.01 9.15 8.35 8.01 6.64 7.00 0.80 0.80 0.80 0.80 0.80 0.80 0.77 0.77 0 0.78 0.77 0.77 0.76 0.76 0.78 0.75 0.75 0.76 0.76 0.74 0.74 United Kingdom 0.19 0.19 0.19 0.19 0.10 0.10 0.18 0.18 0.18 0.18 0.10 0.10 0.18 0.18 0.19 0.19 0.19 0.19 0.19 031 0.31