Work

Covered interest parity lost: understanding the cross-currency basis

Year: 2016

Type: article

Source: RePEc: Research Papers in Economics

Authors: Claudio Borio, Robert N. McCauley, Patrick McGuire, Vladyslav Sushko

Institutions: Bank for International Settlements, Boston University, University of Oxford

Language: English

Topic: Global Financial Crisis and Policies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2528083162

FWCI: 23.98

Cites: 10

Cited by: 149

Related to: 10