Breakdown of Covered Interest Parity: Mystery or Myth?-Reference-Cited by-同舟云学术

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Breakdown of Covered Interest Parity: Mystery or Myth?

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Wong Alfred,Zhang Jiayue

Publisher

Elsevier BV

Reference39 articles.

1. A model of liquidity hoarding and term premia in inter-bank markets;Acharya;Journal of Monetary Economics,2011

2. Arbitrage in the foreign exchange market: turning on the microscope;Q Akram;Journal of International Economics,2008

3. The dollar, bank leverage and the deviation from covered interest parity;Stefan Avdjiev;BIS Working Paper,2016

4. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08;Naohiko Baba;Journal of Banking & Finance,2009

5. Global foreign exchange market turnover in 2013;BIS Triennial Central Bank Survey,2014

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stock market and deviations from covered interest parity;Journal of International Financial Markets, Institutions and Money;2021-09

2. Inflation differential as a driver of cross-currency basis swap spreads;The European Journal of Finance;2020-09-24

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