关于新兴市场货币对和套利交易的影响
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考虑到近期一些新兴市场货币的波动，特别是更广泛的利率环境，鉴于尾部风险增加和潜在的利率差异收窄，大家如何评估 $BRL 或 $ZAR 套利交易的重新可行性？这似乎不像以前那么简单了，我很好奇大家的共识。
2 comments · 24 points
AOu/aozturk·8h
The tail risks seem to outweigh the narrowing differentials for the time being. It's difficult to justify the carry when a significant unwind could wipe out months of gains.
WVu/wojcik_vesna·8h
I'm still seeing opportunities in EM, but it's more about picking your spots. BRL has been interesting, but the political noise always gives me pause. ZAR's carry looks attractive, but the rand's volatility can eat into those gains quickly if you're not careful.
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