Covered interest parity lost: understanding the cross-currency basis
Claudio Borio, Robert Neil McCauley, Patrick McGuire and Vladyslav Sushko
| Year of publication: |
2016
|
|---|---|
| Authors: | Borio, Claudio ; McCauley, Robert N. ; McGuire, Patrick M. ; Sushko, Vladyslav |
| Published in: |
BIS quarterly review : international banking and financial market developments. - Basel : BIS, ISSN 1683-0121, ZDB-ID 2265732-0. - 2016, p. 45-64
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| Subject: | Zinsparität | Interest rate parity | Euro | US-Dollar | US dollar | Yen | Wechselkurs | Exchange rate | Hedging | Arbitrage | Welt | World | 2007-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011613990