FX counterparty risk and trading activity in currency forward and futures markets
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References listed on IDEAS
- Niall Coffey & Warren B. Hrung & Asani Sarkar, 2009. "Capital constraints, counterparty risk, and deviations from covered interest rate parity," Staff Reports 393, Federal Reserve Bank of New York.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Victoria Ivashina & David S. Scharfstein & Jeremy C. Stein, 2012.
"Dollar Funding and the Lending Behavior of Global Banks,"
NBER Working Papers
18528, National Bureau of Economic Research, Inc.
- Victoria Ivashina & David Scharfstein & Jeremy C. Stein, 2012. "Dollar funding and the lending behavior of global banks," Finance and Economics Discussion Series 2012-74, Board of Governors of the Federal Reserve System (U.S.).
- Claudio Borio & Robert Neil McCauley & Patrick McGuire & Vladyslav Sushko, 2016. "Covered interest parity lost: understanding the cross-currency basis," BIS Quarterly Review, Bank for International Settlements, September.
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KeywordsCounterparty risk; Currency forwards; Currency futures; Central counterparty; CLS Bank;
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