Regional liquidity risk and covered interest parity during the global financial crisis : evidence from Tokyo, London, and New York
Year of publication: |
September 2016
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Authors: | Fukuda, Shin'ichi |
Published in: |
International economic journal. - Abingdon : Routledge, ISSN 1016-8737, ZDB-ID 902866-3. - Vol. 30.2016, 3, p. 339-359
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Subject: | Covered interest parity | credit risk | liquidity risk | interbank market | global financial crisis | Finanzkrise | Financial crisis | Zinsparität | Interest rate parity | Internationaler Finanzmarkt | International financial market | Kreditrisiko | Credit risk | Liquidität | Liquidity | Geldmarkt | Money market | Welt | World |
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