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Die Märkte für Terminkontrakte ohne Lieferung auf asiatische Währungen

Ma, Guonan; Ho, Corrinne; McCauley, Robert N. - In: BIZ-Quartalsbericht (2004), pp. 93-108

Persistent link: https://www.econbiz.de/10002150128

Non-deliverable forwards : 2013 and beyond

McCauley, Robert N.; Shu, Chang; Ma, Guonan - In: BIS quarterly review : international banking and … (2014), pp. 75-88

Persistent link: https://www.econbiz.de/10010340685

The Markets for Non-Deliverable Forwards in Asian Currencies

Ma, Guonan - 2013

Trading in non-deliverable forwards on Asian currencies has grown in recent years. The offshore interest rates implied by these contracts differ significantly from onshore interest rates and suggest upward pressure on most Asian currencies

Persistent link: https://www.econbiz.de/10013092051

Convertibility Restriction in China’s Foreign Exchange Market and its Impact on Forward Pricing

Wang, Yi David - 2010

Different from the well established markets such as the dollar-Euro market, recent CIP deviations observed in the onshore dollar-RMB forward market were primarily caused by conversion restrictions in the spot market rather than changes in credit risk and/or liquidity constraint. This paper...

Persistent link: https://www.econbiz.de/10013135919

Convertibility Restriction in China's Foreign Exchange Market and its Impact on Forward Pricing

Wang, Yi David - 2014

In contrast to the well established markets such as the dollar-euro market, recent CIP deviations observed in the onshore dollar-RMB forward market were primarily caused by conversion restrictions in the spot market rather than by changes in credit risk and/or liquidity constraint. This paper...

Persistent link: https://www.econbiz.de/10013064910