Credit migration and covered interest rate parity
Gordon Y.Liao
| Year of publication: |
2020
|
|---|---|
| Authors: | Liao, Gordon Y. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 138.2020, 2, p. 504-525
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| Subject: | Covered interest rate parity | Credit spread | Debt issuance | Foreign exchange rate hedging | Limits of arbitrage | Zinsparität | Interest rate parity | Theorie | Theory | Kreditrisiko | Credit risk | Arbitrage | Wechselkurs | Exchange rate | Zinsstruktur | Yield curve | Hedging | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653083