Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009
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- Cho‐Hoi Hui & Hans Genberg & Tsz‐Kin Chung, 2011. "Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(4), pages 307-323, October.
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More about this item
KeywordsSub-prime crisis; funding liquidity; covered interest parity; FX swaps;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2010-04-17 (Banking)
- NEP-CBA-2010-04-17 (Central Banking)
- NEP-FMK-2010-04-17 (Financial Markets)
- NEP-IFN-2010-04-17 (International Finance)
- NEP-SEA-2010-04-17 (South East Asia)
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