Covered interest parity deviations in standard monetary models
Year of publication: |
2020
|
---|---|
Authors: | Ibhagui, Oyakhilome |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 111.2020, p. 1-21
|
Subject: | Covered interest rate parity (CIP) deviations | Cross-currency basis swap spreads | Standard monetary model | Zinsparität | Interest rate parity | Theorie | Theory | Währungsderivat | Currency derivative | US-Dollar | US dollar | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Swap | Wechselkurs | Exchange rate |
-
Risk-adjusted covered interest parity : theory and evidence
Wong, Alfred Y., (2016)
-
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior, (2023)
-
Breakdown of covered interest parity : mystery or myth?
Wong, Alfred Y., (2018)
- More ...
-
Ibhagui, Oyakhilome, (2017)
-
Interrelations among cross-currency basis swap spreads: Pre-and post-crisis analysis
Ibhagui, Oyakhilome, (2018)
-
Development Accounting of Africa’s Largest Economies – Explaining Differences in Income Levels
Ibhagui, Oyakhilome, (2015)
- More ...