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isPartOf:"Japan and the world economy : international journal of theory and policy"
~isPartOf:"Journal of banking & finance"
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Search: subject_exact:"Gedeckte Zinsparität"
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Interest rate parity
25
Zinsparität
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Nitschka, Thomas
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Japan and the world economy : international journal of theory and policy
Journal of banking & finance
SNB working papers
Journal of international money and finance
64
NBER working paper series
52
Working paper / National Bureau of Economic Research, Inc.
43
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1
Deviations from covered interest rate parity and capital outflows : the case of Switzerland
Tola, Albi
;
Koomen, Miriam
;
Repele, Amalia
-
2020
Persistent link: https://www.econbiz.de/10012241305
Saved in:
2
Short-term determinants of bilateral exchange rates : a decomposition model for the Swiss franc
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012485816
Saved in:
3
Covered interest rate parity, relative funding liquidity and cross-currency repos
Kohler, Daniel
;
Müller, Benjamin
-
2019
Persistent link: https://www.econbiz.de/10012098804
Saved in:
4
Carry trade and forward premium puzzle from the perspective of a safe-haven currency
Haab, David R.
;
Nitschka, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011948343
Saved in:
5
Risk-adjusted return managed carry trade
Dupuy, Philippe
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
Saved in:
6
Cross-border transmission of emergency liquidity
Kick, Thomas
;
Koetter, Michael
;
Storz, Manuela
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226138
Saved in:
7
Currency excess returns and global downside market risk
Galsband, Victoria
;
Nitschka, Thomas
-
2013
-
This version: 14 May 2013
Persistent link: https://www.econbiz.de/10009778310
Saved in:
8
On financial risk and the safe haven characteristics of Swiss franc exchange rates
Grisse, Christian
;
Nitschka, Thomas
-
2013
Persistent link: https://www.econbiz.de/10009755792
Saved in:
9
Can monetary policy cause the uncovered interest parity puzzle?
Park, Cheolbeom
;
Park, Sookyung
- In:
Japan and the world economy : international journal of …
41
(
2017
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011849839
Saved in:
10
Limits to arbitrage during the crisis : funding liquidity constraints and covered interest parity
Mancini Griffoli, Tommaso
;
Ranaldo, Angelo
-
2010
Persistent link: https://www.econbiz.de/10008668283
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