Empirical evidences of the daviations from covered interest rate parity
Nardoni, Francesca (A.A. 2016/2017) Empirical evidences of the daviations from covered interest rate parity. Tesi di Laurea in Financial markets and institutions, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 46. [Bachelor's Degree Thesis]
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Abstract/Index
Covered interest parity (CIP) and cross currency basis. Empirical analysis of CIP-based arbitrage opportunities. Potential explanations of the CIP deviations.
References
Bibliografia: p. 46.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Financial markets and institutions |
| Thesis Supervisor: | Nucera, Federico Calogero |
| Academic Year: | 2016/2017 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Jun 2018 08:39 |
| Last Modified: | 21 Jun 2018 08:39 |
| URI: | https://tesi.luiss.it/id/eprint/21402 |
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