The dollar, bank leverage and the deviation from covered interest parity

by Stefan Avdjiev, Wenxin Du, Catherine Koch and Hyun Song Shin

Year of publication:	November 2016
Authors:	Avdjiev, Stefan ; Du, Wenxin ; Koch, Cathérine ; Shin, Hyun Song
Publisher:	[Basel] : Bank for International Settlements, Monetary and Economic Department
Subject:	exchange rates \| bank leverage \| crosscurrency basis \| Zinsparität \| Interest rate parity \| US-Dollar \| US dollar \| Wechselkurs \| Exchange rate \| Bank \| Kapitalstruktur \| Capital structure \| Währungsderivat \| Currency derivative

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