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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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?


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


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