Similar Search Results - EconBiz

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

From Turmoil to Crisis : Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers

Baba, Naohiko - 2013

This paper investigates dislocations in the foreign exchange (FX) swap market between the US dollar and three major European currencies. After the failure of Lehman Brothers in September 2008, deviations from covered interest parity (CIP) were negatively associated with the creditworthiness of...

Persistent link: https://www.econbiz.de/10013095699

Interconnected deviations from covered interest parity

Ahelegbey, Daniel Felix; Ibhagui, Oyakhilome - 2020

Persistent link: https://www.econbiz.de/10012322005

Central bank swap lines and CIP deviations

Allen, William A.; Galati, Gabriele; Moessner, Richhild; … - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 394-402

Persistent link: https://www.econbiz.de/10011960384

Stochastic discount factor models of currency pricing

Lebedinsky, Alexander G. - 2004

Persistent link: https://www.econbiz.de/10003555568

Testing the foreign exchange parity relations : a case analysis of UK Sterling, Japanese Yen and US Dollar

Zubairu, Ibrahim - In: International journal of economics, finance and … 2 (2014) 6, pp. 356-361

Persistent link: https://www.econbiz.de/10010508725

Can forward speculation explain deviations from covered interest parity in foreign exchange?

Lenten, Liam J. A. - In: Journal of foreign exchange and international finance : … 12 (1998) 2, pp. 99-120

Persistent link: https://www.econbiz.de/10001400921

Covered interest parity and frictions in currency and money markets : analysis of British pound and dollar for the period 1999-2006

Warburton, Christopher E. S. - In: Applied econometrics and international development 18 (2018) 1, pp. 53-70

Persistent link: https://www.econbiz.de/10012000529

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

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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