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~person:"Du, Wenxin"
~person:"Packer, Frank"
~subject:"Currency derivative"
~subject:"Interest rate parity"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Du, Wenxin
Packer, Frank
Broll, Udo
52
Wahl, Jack E.
22
Zilcha, Itzhak
20
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16
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13
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1
Deviations from covered interest rate parity
Du, Wenxin
;
Tepper, Alexander
;
Verdelhan, Adrien
-
2017
Persistent link: https://www.econbiz.de/10011624098
Saved in:
2
The dollar, bank leverage, and deviations from covered interest parity
Avdjiev, Stefan
;
Du, Wenxin
;
Koch, Cathérine
;
Shin, …
- In:
The American economic review ....
1
(
2019
)
2
,
pp. 193-207
Persistent link: https://www.econbiz.de/10012309137
Saved in:
3
Local currency sovereign risk
Du, Wenxin
;
Schreger, Jesse
-
2013
Persistent link: https://www.econbiz.de/10010227403
Saved in:
4
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
Saved in:
5
From turmoil to crisis: dislocatios in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko
;
Packer, Frank
-
2009
Persistent link: https://www.econbiz.de/10003862655
Saved in:
6
Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko
;
Packer, Frank
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
Saved in:
7
From turmoil to crisis : dislocations in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko
;
Packer, Frank
- In:
Journal of international money and finance
28
(
2009
)
8
,
pp. 1350-1374
Persistent link: https://www.econbiz.de/10003929180
Saved in:
8
The spillover of money market turbulence to FX swap and cross-currency swap markets
Baba, Naohiko
;
Packer, Frank
;
Nagano, Teppei
- In:
BIS quarterly review : international banking and …
(
2008
),
pp. 73-86
Persistent link: https://www.econbiz.de/10003669968
Saved in:
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