Covered interest parity with default risk
Year of publication: |
August-September 2016
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Authors: | Csávás, Csaba |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 10/12, p. 1130-1144
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Subject: | FX swap spread | covered interest parity | default risk | crisis | Zinsparität | Interest rate parity | Kreditrisiko | Credit risk | Theorie | Theory | Swap | Risikoprämie | Risk premium | Währungsderivat | Currency derivative |
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