Breakdown of covered interest parity : mystery or myth?
Year of publication: |
2018
|
---|---|
Authors: | Wong, Alfred Y. ; Zhang, Jiayue |
Publisher: |
[Wien] : FIW |
Subject: | covered interest parity | FX swap | cross-currency basis swap | basis spread | CIP deviation | Libor-OIS spread | counterparty credit risk | funding liquidity risk | Zinsparität | Interest rate parity | Kreditrisiko | Credit risk | Swap | Währungsderivat | Currency derivative | Zinsstruktur | Yield curve | US-Dollar | US dollar | Derivat | Derivative | Arbitrage | Kreditderivat | Credit derivative | Zinsderivat | Interest rate derivative |
Extent: | 1 Online-Ressource (circa 50 Seiten) Illustrationen |
---|---|
Series: | FIW working paper. - Vienna, ZDB-ID 2544164-4. - Vol. no 182 (February 2018) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/194217 [Handle] |
Classification: | F31 - Foreign Exchange ; G15 - International Financial Markets ; G2 - Financial Institutions and Services |
Source: | ECONIS - Online Catalogue of the ZBW |
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