Covered Interest Parity Lost : Understanding the Cross-Currency Basis
Year of publication: |
2016
|
---|---|
Authors: | Borio, Claudio E. V. |
Other Persons: | McCauley, Robert N. (contributor) ; McGuire, Patrick M. (contributor) ; Sushko, Vladyslav (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Welt | World | US-Dollar | US dollar | Yen | Euro | Hedging | Arbitrage |
Extent: | 1 Online-Ressource (20 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 18, 2016 erstellt |
Classification: | F31 - Foreign Exchange ; G15 - International Financial Markets ; G2 - Financial Institutions and Services |
Source: | ECONIS - Online Catalogue of the ZBW |
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