Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Naohiko Baba; Frank Packer
| Year of publication: |
2009
|
|---|---|
| Authors: | Baba, Naohiko ; Packer, Frank |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 11, p. 1953-1962
|
| Subject: | Währungsderivat | Currency derivative | Zinsparität | Interest rate parity | US-Dollar | US dollar | Euro | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | USA | United States | EU-Staaten | EU countries | 2007-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003892128