Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Year of publication: |
2008-12
|
---|---|
Authors: | Baba, Naohiko ; Packer, Frank |
Institutions: | Bank for International Settlements (BIS) |
Subject: | FX swap | covered interest parity | financial market turmoil | counterparty risk | dollar swap lines | dollar term auction facility |
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