Covered interest arbitrage profits : the role of liquidity and credit risk
Year of publication: |
2010
|
---|---|
Authors: | Fong, Wai-ming ; Valente, Giorgio ; Fung, Joseph K. W. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 5, p. 1098-1107
|
Subject: | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Arbitrage | Kreditrisiko | Credit risk | Liquidität | Liquidity | Theorie | Theory |
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