Investigating the cross currency basis in EURUSD and EURGBP
Year of publication: |
2019
|
---|---|
Authors: | Heidorn, Thomas ; Mamadalizoda, Nekruz |
Publisher: |
Frankfurt a. M. : Frankfurt School of Finance & Management |
Subject: | cross-currency basis | covered interest parity | CIP deviation | EURUSD basis | EURGBP basis | FX swaps | FX forwards | cross-currency basis swaps |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1680836471 [GVK] hdl:10419/206543 [Handle] RePEc:zbw:fsfmwp:227 [RePEc] |
Classification: | E30 - Prices, Business Fluctuations, and Cycles. General ; E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System ; E44 - Financial Markets and the Macroeconomy ; G15 - International Financial Markets |
Source: |
-
Investigating the cross currency basis in EURUSD and EURGBP
Heidorn, Thomas, (2019)
-
Breakdown of covered interest parity : mystery or myth?
Wong, Alfred Y., (2018)
-
Breakdown of covered interest parity: Mystery or myth?
Wong, Alfred Y., (2018)
- More ...
-
Investigating the cross currency basis in EURUSD and EURGBP
Heidorn, Thomas, (2019)
-
Die Umstellung auf die Stückaktie für deutsche Aktiengesellschaften
Heidorn, Thomas, (1998)
-
Heidorn, Thomas, (1999)
- More ...