Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity

Author:

Coffey Niall,Hrung Warren B.,Sarkar Asani

Publisher

Elsevier BV

Reference34 articles.

1. Arbitrage in the Foreign Exchange Market: Turning on the Microscope;Farooq Akram;Journal of International Economics,2008

2. The Spillover of Money Market Turbulence to FX Swap and Cross-Currency Swap Markets;Naohiko Baba;BIS Quarterly Review,2008

3. Interpreting Deviations from Covered Interest Parity during the Financial Market Turmoil of 2007-08

4. On the Role of Arbitrageurs in Financial Markets;Suleyman Basak;Journal of Financial Economics,2006

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1. Limits to arbitrage and the term structure of CIP violations;Journal of International Financial Markets, Institutions and Money;2024-09

2. Arbitraging Covered Interest rate Parity Deviations and Bank Lending;American Economic Review;2024-09-01

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4. The Impact of 2022 Capital and Currency Restrictions on the Fulfillment of the Covered Interest Rate Parity;Voprosy statistiki;2023-10-28

5. Deviations from covered interest parity in the emerging markets after the global financial crisis;Journal of International Financial Markets, Institutions and Money;2023-06

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