Multi-currency Attribution- Part 2 Factoring in Interest Rate Differentials

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In Part 1 of this article the author focused on the real nature of multi-currency returns and the issues that accompany that complex investment style. Part 2 will expound on the concepts used for calculating attribution effects taking into account interest rate differentials.

Author: Carl Bacon

In Part 1 of this article the author focused on the real nature of multi-currency returns and the issues that accompany that complex investment style. Part 2 will expound on the concepts used for calculating attribution effects taking into account interest rate differentials.

 

Multi-currency Attribution- Part 2 Factoring in Interest Rate Differentials.

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