An interpretation of covered interest rate parity failures
Musco, Giuseppe (A.A. 2018/2019) An interpretation of covered interest rate parity failures. Tesi di Laurea in Equity markets and alternative investments, Luiss Guido Carli, relatore Paolo Vitale, pp. 62. [Master's Degree Thesis]
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Abstract/Index
Covered interest parity and its stability until financial crisis. Consistency of CIP until financial crisis. First significant CIP failures. Central banks' response. After crisis CIP deviations. Is counterparty risk still the main cause?
References
Bibliografia: pp. 43-44.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Equity markets and alternative investments |
| Thesis Supervisor: | Vitale, Paolo |
| Thesis Co-Supervisor: | Morelli, Marco |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 11 Sep 2020 06:44 |
| Last Modified: | 11 Sep 2020 06:44 |
| URI: | https://tesi.luiss.it/id/eprint/27128 |
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