What do deviations from covered interest parity and higher FX hedging costs mean for Asia?
Year of publication: |
2021
|
---|---|
Authors: | Hong, Gee Hee ; Oeking, Anne ; Kang, Kenneth H. ; Rhee, Changyong |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 32.2021, 2, p. 361-394
|
Subject: | Covered interest parity | Limits to arbitrage | US dollar funding | FX swaps | Zinsparität | Interest rate parity | Arbitrage | US-Dollar | US dollar | Währungsderivat | Currency derivative | Hedging | Swap | Asien | Asia | USA | United States | Theorie | Theory |
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