Covered interest parity deviations: macrofinancial determinants of the euro crosscurrency basis
Mastrandrea, Francesco (A.A. 2019/2020) Covered interest parity deviations: macrofinancial determinants of the euro crosscurrency basis. Tesi di Laurea in International financial economics, Luiss Guido Carli, relatore Guido Traficante, pp. 60. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Institutional background. Covered interest parity. Cross currency basis. Cross currency swap. Short-term libor cross currency basis. Long-term libor cross currency basis. Financial commercial paper. Libor-OIS spread. Methodology. Results. Coronavirus period.
References
Bibliografia: pp. 37-38.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | International financial economics |
| Thesis Supervisor: | Traficante, Guido |
| Thesis Co-Supervisor: | Visaggio, Mauro |
| Academic Year: | 2019/2020 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 07 May 2021 08:12 |
| Last Modified: | 07 May 2021 08:12 |
| URI: | https://tesi.luiss.it/id/eprint/29399 |
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