The failure of covered interest parity : FX hedging demand and costly balance sheets
by Vladyslav Sushko, Claudio Borio, Robert McCauley, and Patrick McGuire
| Year of publication: |
October 2016 ; This version: 30 October, 2016
|
|---|---|
| Authors: | Sushko, Vladyslav ; Borio, Claudio E. V. ; McCauley, Robert N. ; McGuire, Patrick M. |
| Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
| Subject: | Covered interest parity | FX swaps | currency basis | limits to arbitrage | US dollar funding | currency hedging | preferred habitat investors | term structure | Hedging | Zinsparität | Interest rate parity | Währungsderivat | Currency derivative | Arbitrage | US-Dollar | US dollar | USA | United States | Swap | Zinsstruktur | Yield curve | Theorie | Theory | Portfolio-Management | Portfolio selection |
freely available
| Extent: | 1 Online-Ressource (circa 67 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Bank for International Settlements. - Basle, ISSN 1682-7678, ZDB-ID 2467027-3. - Vol. no 590 |
| 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/10011609852