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subject:"Currency derivative"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
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Search: subject_exact:"Covered interest parity"
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Currency derivative
Interest rate parity
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International review of economics & finance : IREF
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11
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9
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Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? : evidence from cross-currency basis swaps
Hattori, Takahiro
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013343385
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2
Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel
;
Shraiber, Bentsi
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
Saved in:
3
Understanding the price of volatility risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
4
Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko
;
Packer, Frank
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
Saved in:
5
The forward bias in the ECU : peso risks vs. fads and fashions
Sercu, Piet
;
Vinaimont, Tom
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2409-2432
Persistent link: https://www.econbiz.de/10003355809
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