Funding liquidity risk and deviations from interest-rate parity during the financial crisis of 2007 - 2009
Cho-Hoi Hui, Hans Genberg and Tsz-Kin Chung
| Year of publication: |
2011
|
|---|---|
| Authors: | Hui, Cho H. ; Genberg, Hans ; Chung, Tsz-kin |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 4, p. 307-323
|
| Subject: | Sub-prime crisis | funding liquidity | covered interest parity | FX swaps | Finanzkrise | Financial crisis | Zinsparität | Interest rate parity | Liquidität | Liquidity | Internationaler Finanzmarkt | International financial market | Währungsderivat | Currency derivative | Bankenliquidität | Bank liquidity | Swap | Betriebliche Liquidität | Corporate liquidity |
| Extent: | graph. Darst. |
|---|---|
| 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/10009508121