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Volatility and liquidity in futures market
Locke, Peter R. - 1996
Persistent link: https://www.econbiz.de/10000962046
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Finanzmarktkrise: Praxisempfehlungen zur Bewertung von Finanzanlagen und Devisentermingeschäften
Künkele, Peter; Schmidt, Jürgen - In: BRZ : Zeitschrift für Bilanzierung und Rechnungswesen … 33 (2009) 1, pp. 9-13
Persistent link: https://www.econbiz.de/10003793019
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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
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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
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Dynamic spillover of money market turmoil from FX swap to cross-currency swap markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko - In: The journal of fixed income 18 (2008/09) 4, pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
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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
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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
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Central bank dollar swap lines and overseas dollar funding costs
Goldberg, Linda S.; Kennedy, Craig; Miu, Jason - 2010
Persistent link: https://www.econbiz.de/10003940177
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Capital constraints, counterparty risk, and deviations from covered interest rate parity
Coffey, Niall; Hrung, Warren B.; Sarkar, Asani - 2009 - Rev.
We provide robust evidence of deviations from the covered interest rate parity (CIP) relation since the onset of the financial crisis in August 2007. The CIP deviations exist with respect to several different dollar-denominated interest rates and exchange rate pairings of the dollar vis-à-vis...
Persistent link: https://www.econbiz.de/10003947651
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Currency futures volatility during the 1997 East Asian crisis : an application of Fourier analysis
Mattiussi, Vanessa; Iori, Giulia - In: Debt, risk and liquidity in futures markets, (pp. 103-122). 2008
Persistent link: https://www.econbiz.de/10003590139