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~person:"Baran, Jaroslav"
~person:"Barckow, Andreas"
~person:"Hattori, Takahiro"
~subject:"Currency derivative"
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Currency derivative
Interest rate derivative
7
Zinsderivat
7
Währungsderivat
5
Derivat
4
Derivative
4
Swap
3
Yield curve
3
Zinsstruktur
3
Betriebliche Finanzwirtschaft
2
Betriebswirtschaftslehre
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Business economics
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Cointegration
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Cross-currency basis swap
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Derivat <Wertpapier>
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Deutschland
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Financial crisis
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Finanzkrise
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Finanzmarkt
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Foreign exchange management
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Germany
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Interest rate parity
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Managerial finance
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Swap spread
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Term structure
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Theorie
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Theory
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Volatility
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Volatilität
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Zinsparität
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Arbitrage
1
Covered interest parity
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EU-Staaten
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Baran, Jaroslav
Barckow, Andreas
Hattori, Takahiro
Kruse, Susanne
6
Rübel, Markus
4
Azad, A. S. M. Sohel
3
Bernoth, Kerstin
3
Bieg, Hartmut
3
Fang, Victor
3
Kawaller, Ira G.
3
Landon, Stuart
3
Smith, Constance E.
3
Akram, Tanweer
2
Allen, William A.
2
Baba, Naohiko
2
Beike, Rolf
2
Bhargava, Vivek
2
Boenkost, Wolfram
2
Chance, Don M.
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Chibane, Messaoud
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Ederington, Louis H.
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Hagen, Jürgen von
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Lee, Jae-ha
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Malhotra, Davinder Kumar
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Mamun, Khawaja Abdullah al
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Sheldon, Guy
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Alworth, Julian
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
2
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
1
International review of economics & finance : IREF
1
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
Saved in:
2
Analysing cross-currency basis spreads
Baran, Jaroslav
;
Witzany, Jiří
- In:
Ekonomický časopis : časopis pre ekonomickú …
66
(
2018
)
10
,
pp. 1002-1030
Persistent link: https://www.econbiz.de/10012152949
Saved in:
3
Does swap-covered interest parity hold in long-term capital markets after the financial crisis?
Hattori, Takahiro
-
2017
Persistent link: https://www.econbiz.de/10013272793
Saved in:
4
Risk-Management mit Finanzderivaten : Steuerung von Zins- und Währungsrisiken. Studienbuch mit Aufgaben
Beike, Rolf
;
Barckow, Andreas
-
2010
-
3., aktualisierte und erw. Aufl.
Persistent link: https://www.econbiz.de/10014508732
Saved in:
5
Risk-Management mit Finanzderivaten : Steuerung von Zins- und Währungsrisiken ; Studienbuch mit Aufgaben
Beike, Rolf
;
Barckow, Andreas
-
2002
-
3., aktualisierte und erw. Aufl.
Persistent link: https://www.econbiz.de/10001615514
Saved in:
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