Margin and funding liquidity : an empirical analysis on the covered interest parity in Korea
by Daehee Jeong
| Year of publication: |
2010
|
|---|---|
| Authors: | Jeong, Daehee |
| Published in: |
Post-crisis regulatory reforms to secure financial stability : 2010 KDI international conference. - Seoul. - 2010, p. 281-303
|
| Subject: | Zinsparität | Interest rate parity | Südkorea | South Korea | US-Dollar | US dollar | CAPM | Zustandsraummodell | State space model | Schätzung | Estimation | Südkoreanisch | South Korean | Währungsderivat | Currency derivative | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008939331