Interpreting deviations from covered interest parity during the financial market turmoil of 2007 - 08
by Naohiko Baba and Frank Packer
| Year of publication: |
2008
|
|---|---|
| Authors: | Baba, Naohiko ; Packer, Frank |
| Publisher: |
Basel |
| Subject: | Währungsderivat | Currency derivative | Zinsparität | Interest rate parity | US-Dollar | US dollar | Euro | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | USA | United States | EU-Staaten | EU countries | 2007-2008 |
| Extent: | 21 S. graph. Darst. |
|---|---|
| Series: | BIS working papers. - Basle, ISSN 1020-0959, ZDB-ID 1482126-6. - Vol. 267 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003847584