Capital constraints, counterparty risk, and deviations from covered interest rate parity
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KeywordsInterest rates ; Currency substitution ; Foreign exchange rates ; Swaps (Finance) ; Banks and banking; Central;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-03 (All new papers)
- NEP-CBA-2009-10-03 (Central Banking)
- NEP-IFN-2009-10-03 (International Finance)
- NEP-MON-2009-10-03 (Monetary Economics)
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