Deviation from covered interest parity in Asian foreign-exchange swap markets during the financial crisis of 2007 - 2009
Year of publication: |
2014
|
---|---|
Authors: | Lee, Inhyung ; Lee, Seungho ; Shim, Ilhyock |
Published in: |
Asian capital market development and integration : challenges and opportunities. - New Delhi [u.a.] : Oxford University Press, ISBN 0-19-809945-2. - 2014, p. 162-186
|
Subject: | Zinsparität | Interest rate parity | Finanzkrise | Financial crisis | Währungsderivat | Currency derivative | Internationaler Finanzmarkt | International financial market | US-Dollar | US dollar | Swap | Asien | Asia |
-
Interconnected deviations from covered interest parity
Ahelegbey, Daniel Felix, (2020)
-
Central bank swap lines and CIP deviations
Allen, William A., (2017)
-
Hui, Cho H., (2011)
- More ...
-
Characteristic factors and fund evaluation in Korea
Han, Chulwoo, (2013)
-
Characteristic Factors and Fund Evaluation in Korea
Han, Chulwoo, (2014)
-
Lee, Seungho, (2022)
- More ...