Breaking par: Short-term determinants of yen-dollar swap deviations
Year of publication: |
2018
|
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Authors: | Angrick, Stefan ; Nemoto, Naoko |
Publisher: |
Tokyo : Asian Development Bank Institute (ADBI) |
Subject: | foreign currency swaps | currency basis | yen-dollar | covered interest parity | international finance |
Series: | ADBI Working Paper ; 859 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1029893926 [GVK] hdl:10419/190280 [Handle] RePEc:ris:adbiwp:0859 [RePEc] |
Classification: | F31 - Foreign Exchange ; G15 - International Financial Markets ; G2 - Financial Institutions and Services |
Source: |
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Breaking par : short-term determinants of yen-dollar swap deviations
Angrick, Stefan, (2018)
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Breakdown of covered interest parity : mystery or myth?
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Breakdown of covered interest parity: Mystery or myth?
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Angrick, Stefan, (2017)
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