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~isPartOf:"BIS working papers"
~language:"eng"
~subject:"Currency derivative"
~subject:"Welt"
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Currency derivative
Welt
Interest rate parity
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Baba, Naohiko
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Systematic monetary policy and the forward premium puzzle
Tambakis, Demosthenes Nicholas
;
Tarashev, Nikola A.
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2012
Persistent link: https://www.econbiz.de/10009697337
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2
Interpreting deviations from covered interest parity during the financial market turmoil of 2007 - 08
Baba, Naohiko
;
Packer, Frank
-
2008
Persistent link: https://www.econbiz.de/10003847584
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3
From turmoil to crisis: dislocatios in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko
;
Packer, Frank
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2009
Persistent link: https://www.econbiz.de/10003862655
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