Margin and funding liquidity : an empirical analysis on the covered interest parity in Korea
Year of publication: |
2010
|
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Authors: | Jeong, Daehee |
Publisher: |
Seoul, Korea : Korea Development Institute |
Subject: | Covered interest parity | margin | funding liquidity | market liquidity | nonlinear state space models | liquidity crisis | heterogeneous agent models | haircut | Währung | Currency | Südkoreanisch | South Korean | Zinsparität | Interest rate parity | US-Dollar | US dollar | CAPM | Zustandsraummodell | State space model | Schätzung | Estimation | Südkorea | South Korea | 2007-2010 |
Extent: | 1 Online-Ressource (circa 36 Seiten) Illustrationen |
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Series: | KDI policy study. - Seoul, Korea : Korea Development Institute, ZDB-ID 2982508-8. - Vol. 2010,01 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | 10.22740/kdi.ps.e.2010.01 [DOI] hdl:10419/200931 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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