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~person:"Malkhozov, Aytek"
~person:"Sunderam, Aditya"
~subject:"Interest rate parity"
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Interest rate parity
Risikoprämie
4
Risk premium
4
Yield curve
4
Zinsstruktur
4
Interest rate derivative
3
Swap
3
Theorie
3
Theory
3
Zinsderivat
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Arbitrage
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Risiko
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Risk
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Zinsparität
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intermediary capital constraints
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limits to arbitrage
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swap spreads
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Asset-Backed Securities
1
Asset-backed securities
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Außenwirtschaftliches Gleichgewicht
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Betriebliche Liquidität
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Corporate liquidity
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Currency derivative
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Decision under risk
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Demand
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Derivat
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Derivative
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Entscheidung unter Risiko
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Erwartungsbildung
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Estimation
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Exchange rate
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Expectation formation
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External balance
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Financial crisis
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Finanzkrise
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Institutional investor
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Institutioneller Investor
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English
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Malkhozov, Aytek
Sunderam, Aditya
Hanson, Samuel G.
4
Greenwood, Robin
2
Stein, Jeremy C.
2
Sunderam, Adi
2
Venter, Gyuiri
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Discussion paper / LSE Financial Markets Group
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ECONIS (ZBW)
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Demand-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.
;
Malkhozov, Aytek
;
Venter, Gyuiri
-
2022
Persistent link: https://www.econbiz.de/10013172797
Saved in:
2
Demand-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.
;
Malkhozov, Aytek
;
Venter, Gyuiri
-
2022
Persistent link: https://www.econbiz.de/10013175025
Saved in:
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