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~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Finance research letters"
~isPartOf:"International review of economics & finance : IREF"
~person:"Hattori, Takahiro"
~subject:"Zinsstruktur"
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Zinsstruktur
Cross-currency basis swap
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Currency derivative
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Financial crisis
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Financial market
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Finanzkrise
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Finanzmarkt
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Interest rate derivative
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Interest rate parity
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Swap
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Swap spread
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Swap-covered interest parity
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Term structure
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Welt
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World
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Währungsderivat
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Yield curve
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Zinsderivat
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Hattori, Takahiro
Brase, Matthias
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Bußmann, Johannes
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Cavaca, Igor Bastos
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Europäische Hochschulschriften / 5
Finance research letters
International review of economics & finance : IREF
PRI discussion paper series
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ECONIS (ZBW)
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Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? : evidence from cross-currency basis swaps
Hattori, Takahiro
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013343385
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