Author:
Fukuda Shin-ichi,Tanaka Mariko
Funder
JSPS KAKENHI
Center for Advanced Research in Finance (CARF) in the University of Tokyo
Subject
Economics and Econometrics,Finance
Reference17 articles.
1. Selective swap arrangements and the global financial crisis, analysis and interpretation;Aizenman;Int. Rev. Econ. Finance,2010
2. From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman brothers;Baba;J. Int. Money Finance,2009
3. Coffey, N., Hrung, W.B., Sarkar, A., 2009. Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity, Federal Reserve Bank of New York Staff Report no. 393.
4. Macroprudential policy under high capital mobility: policy implications from an academic perspective;Engel;J. Jpn. Int. Econ.,2016
5. Parity conditions and the efficiency of the Australian 90- and 180-day forward markets;Felmingham;Rev. Financ. Econ.,2005
Cited by
10 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