Covered interest parity arbitrage
Year of publication: |
30 March 2019
|
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Authors: | Rime, Dagfinn ; Schrimpf, Andreas ; Syrstad, Olav |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Covered Interest Parity | Money Market Segmentation | Funding Liquidity Premia | FX Swap Market | U.S. Dollar Funding | USA | United States | Zinsparität | Interest rate parity | US-Dollar | US dollar | Swap | Internationaler Finanzmarkt | International financial market | Arbitrage | Währungsderivat | Currency derivative | Geldmarkt | Money market | Wechselkurs | Exchange rate | Risikoprämie | Risk premium | Liquidität | Liquidity |
Extent: | 1 Online-Ressource (circa 105 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP13637 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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