Risk-adjusted covered interest parity : theory and evidence
Alfred Wong, David Leung and Calvin Ng
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Wong, Alfred Y. ; Leung, David ; Ng, Calvin |
| Publisher: |
Hong Kong : Hong Kong Institute for Monetary Research |
| Subject: | Covered interest parity | CIP deviation | forward rate | exchange rate | Libor-OIS spread | counterparty credit risk | funding liquidity risk | FX swap | Zinsparität | Interest rate parity | Kreditrisiko | Credit risk | Währungsderivat | Currency derivative | Theorie | Theory | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | US-Dollar | US dollar | Swap | Internationaler Finanzmarkt | International financial market | Zinsstruktur | Yield curve | Derivat | Derivative | Zinsderivat | Interest rate derivative |
| Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
|---|---|
| Series: | HKIMR working paper. - Hong Kong, ZDB-ID 2457293-7. - Vol. 2016, no. 16 (August 2016) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012200964