G2TT

浏览/检索结果: 共4条,第1-4条 帮助

已选(0)清除 条数/页:   排序方式:
DP17454 Granular Investors and International Bond Prices: Scarcity-Induced Safety 智库出版物
2022
作者:  Ester Faia;  Juliana Salomao;  Alexia Ventula Veghazy
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Heterogeneous investors  Market segmentation  Securities data  Uncovered and covered interest rate parity  Scarcity channel  Duration extraction channel  Asset safety  
DP14419 Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities 智库出版物
2020
作者:  Leonardo Gambacorta;  Sergio Mayordomo;  Jose-Maria Serena Garralda
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Covered interest rate parity  Credit spread  Debt issuance  Dollar convenience yield  Foreign exchange rate hedge  Limits of arbitrage  
DP13886 Covered Interest Parity Deviations: Macrofinancial Determinants 智库出版物
2019
作者:  Eugenio Cerutti;  Maurice Obstfeld;  Haonan Zhou
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Covered interest parity  Interest rate differentials  Forward fx market  
DP6852 Are Risk Aversion and Impatience Related to Cognitive Ability? 智库出版物
2008
作者:  Armin Falk;  Thomas J Dohmen;  Uwe Sunde;  David Huffman
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Arbitrage  Covered interest rate parity  Exchange rates  Foreign exchange microstructure