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Das Zinsparitätengesetz
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Showing
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date (oldest first)
1
Risk-adjusted covered interest parity :
theory
and evidence
Wong, Alfred Y.
;
Leung, David
;
Ng, Calvin
-
2016
Persistent link: https://www.econbiz.de/10012200964
Saved in:
2
The microstructure of covered interest arbitrage in a market with a dominant market maker
Liu, Hao-chen
;
Witte, Mark David
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 25-41
Persistent link: https://www.econbiz.de/10009726481
Saved in:
3
Empirische Untersuchungen zum Zinsparitätengesetz
Stehle, Richard
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
24
(
1995
)
10
,
pp. 517-520
Persistent link: https://www.econbiz.de/10001190409
Saved in:
4
Interconnected deviations from covered interest parity
Ahelegbey, Daniel Felix
;
Ibhagui, Oyakhilome
-
2020
Persistent link: https://www.econbiz.de/10012322005
Saved in:
5
Breaking par : short-term determinants of yen-dollar
swap
deviations
Angrick, Stefan
;
Nemoto, Naoko
-
2018
This paper analyses deviations in yen-dollar cross-currency
swap
markets between 2007 and 2017. Using weekly …
Persistent link: https://www.econbiz.de/10011893926
Saved in:
6
Price-setting in the foreign exchange
swap
market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
-
2020
funding costs and quarter-end periods. We find central bank
swap
lines reduced the order flow to obtain USD through FX swaps …
Persistent link: https://www.econbiz.de/10012417506
Saved in:
7
Endogener
Wechselkurs
Vignola, Luigi
-
1998
Persistent link: https://www.econbiz.de/10000679548
Saved in:
8
The forward market in foreign exchange : a study in market-making, arbitrage and speculation
Brown, Brendan
-
1983
Persistent link: https://www.econbiz.de/10000091568
Saved in:
9
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard
;
Chang, Sanders S.
- In:
Journal of financial markets
14
(
2011
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
Saved in:
10
On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle
Chang, Sanders S.
- In:
Journal of international financial markets, …
21
(
2011
)
4
,
pp. 611-616
Persistent link: https://www.econbiz.de/10009309042
Saved in:
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