Deviations from Covered Interest Rate Parity
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Amador, Manuel & Bianchi, Javier & Bocola, Luigi & Perri, Fabrizio, 2017.
"Exchange Rate Policies at the Zero Lower Bound,"
CEPR Discussion Papers
11928, C.E.P.R. Discussion Papers.
- Amador, Manuel & Bianchi, Javier & Bocola, Luigi & Perri, Fabrizio, 2017. "Exchange Rate Policies at the Zero Lower Bound," Working Papers 740, Federal Reserve Bank of Minneapolis.
- Manuel Amador & Javier Bianchi & Luigi Bocola & Fabrizio Perri, 2017. "Exchange Rate Policies at the Zero Lower Bound," NBER Working Papers 23266, National Bureau of Economic Research, Inc.
- Naohiko Baba & Frank Packer & Teppei Nagano, 2008. "The spillover of money market turbulence to FX swap and cross-currency swap markets," BIS Quarterly Review, Bank for International Settlements, March.
- Arora, Navneet & Gandhi, Priyank & Longstaff, Francis A., 2012. "Counterparty credit risk and the credit default swap market," Journal of Financial Economics, Elsevier, vol. 103(2), pages 280-293.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008.
"Arbitrage in the foreign exchange market: Turning on the microscope,"
Journal of International Economics,
Elsevier, vol. 76(2), pages 237-253, December.
- Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
- Akram, Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers 6878, C.E.P.R. Discussion Papers.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series 42, Institute for Financial Research.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316 is not listed on IDEAS
- repec:chb:bcchec:v:20:y:2017:i:3:p:082-100 is not listed on IDEAS
- Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017.
"Safety, Liquidity, and the Natural Rate of Interest,"
Brookings Papers on Economic Activity,
Economic Studies Program, The Brookings Institution, vol. 48(1 (Spring), pages 235-316.
- Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017. "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers 803, Society for Economic Dynamics.
- Del Negro, Marco & Giannone, Domenico & Giannoni, Marc & Tambalotti, Andrea, 2017. "Safety, liquidity, and the natural rate of interest," Staff Reports 812, Federal Reserve Bank of New York.
- Borisenko, Dmitry & Pozdeev, Igor, 2017. "Monetary Policy and Currency Returns: the Foresight Saga," Working Papers on Finance 1708, University of St. Gallen, School of Finance, revised 1710.
More about this item
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:23170. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://edirc.repec.org/data/nberrus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.