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DP14774 A no-arbitrage perspective on global arbitrage opportunities 智库出版物
2020
作者:  Patrick Augustin;  Mikhail Chernov;  Lukas Schmid;  Dongho Song
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Cip violations  Negative swap rates  Treasury basis  Anomalies  No- arbitrage  
DP14774 The term structure of CIP violations 智库出版物
2020
作者:  Patrick Augustin;  Mikhail Chernov;  Lukas Schmid;  Dongho Song
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Cip violations  Negative swap rates  Treasury basis  Anomalies  No-arbitrage  Limits to arbitrage  
DP14324 Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates 智库出版物
2020
作者:  Luca Dedola;  Georgios Georgiadis;  Johannes Gräb;  Arnaud Mehl
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Qe dynamic effects  Signalling channel of qe  Cip deviations  
Quantifying the impact of leverage ratio regulation on the dollar basis 智库出版物
2019
作者:  Gino Cenedese;  Pasquale Della Corte;  Tianyu Wang
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
CIP  leverage ratio requirements  Basel  dollar market  FX  Arbitrage  
DP11928 Exchange Rate Policies at the Zero Lower Bound 智库出版物
2017
作者:  fabrizio perri;  Manuel Amador;  Javier Bianchi
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Capital flows  Cip deviations  Currency pegs  Foreign exchange interventions  International reserves  Negative interest rates  
Multinational firms and tax havens 智库出版物
2016
作者:  Anna Gumpert;  James Hines;  Monika Schnitzer
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Covered interest parity  CIP  FX markets  funding gap