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~person:"Barckow, Andreas"
~person:"Hattori, Takahiro"
~subject:"Currency derivative"
~subject:"Zinsparität"
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Currency derivative
Zinsparität
Interest rate derivative
5
Zinsderivat
5
Währungsderivat
4
Betriebliche Finanzwirtschaft
2
Betriebswirtschaftslehre
2
Business economics
2
Cross-currency basis swap
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Derivat
2
Derivat <Wertpapier>
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Derivative
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Deutschland
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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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Foreign exchange management
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Germany
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Interest rate parity
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Swap
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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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Währungsmanagement
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Yield curve
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Zinsstruktur
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Cointegration
1
Covered interest parity
1
Euro
1
Forecasting model
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International financial market
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Internationaler Finanzmarkt
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Prognoseverfahren
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Swap-covered interest parity
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Barckow, Andreas
Hattori, Takahiro
Kruse, Susanne
6
Moessner, Richhild
5
Allen, William A.
4
Bahaj, Saleem
4
Galati, Gabriele
4
Reis, Ricardo
4
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
Nelson, William R.
3
Smith, Constance E.
3
Akram, Tanweer
2
Baba, Naohiko
2
Beike, Rolf
2
Bhargava, Vivek
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Boenkost, Wolfram
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Chance, Don M.
2
Chibane, Messaoud
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Ederington, Louis H.
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Ferrara, Gerardo
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Hagen, Jürgen von
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Hanson, Samuel G.
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Lee, Jae-ha
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Malhotra, Davinder Kumar
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Malkhozov, Aytek
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Mamun, Khawaja Abdullah al
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Mueller, Philippe
2
Schmidt, Wolfgang M.
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Sheldon, Guy
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Subrahmanyam, Marti G.
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Venter, Gyuiri
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Viswanath-Natraj, Ganesh
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Wang, Junxuan
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Wong, Alfred Y.
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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International review of economics & finance : IREF
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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
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:
3
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:
4
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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