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~person:"Barckow, Andreas"
~person:"Hattori, Takahiro"
~person:"Moessner, Richhild"
~subject:"Currency derivative"
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Currency derivative
Interest rate derivative
18
Zinsderivat
18
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9
Financial crisis
8
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8
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Barckow, Andreas
Hattori, Takahiro
Moessner, Richhild
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6
Rübel, Markus
4
Azad, A. S. M. Sohel
3
Bernoth, Kerstin
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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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
Effects of the Fed's enhanced swap line with the ECB on CIP deviations
Moessner, Richhild
;
Allen, William A.
- In:
Applied economics
53
(
2021
)
10
,
pp. 1178-1183
Persistent link: https://www.econbiz.de/10012425457
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
Central bank swap lines and CIP deviations
Allen, William A.
;
Galati, Gabriele
;
Moessner, Richhild
; …
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 394-402
Persistent link: https://www.econbiz.de/10011960384
Saved in:
5
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:
6
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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