CIP deviations and credit swap lines during the Covid-19 pandemic
Vallo, Carlo (A.A. 2020/2021) CIP deviations and credit swap lines during the Covid-19 pandemic. Tesi di Laurea in International finance, Luiss Guido Carli, relatore Guido Traficante, pp. 62. [Master's Degree Thesis]
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Abstract/Index
CIP and CIP deviations. Covered interest parity law. Deviations from covered interest parity. Methodology and data. Currency risk. Central bank liquidity swap and currency swap lines. Brief history of currency swap lines. USD swaps. Non-USD swaps. Credit swap lines at the start of the Covid-19 pandemic. Results of the analysis. General data. CIP deviations drivers during Covid-19 pandemic. Difference between Covid-19 pandemic crisis and GFC in credit swap lines and CIP deviations. Timing.
References
Bibliografia: pp. 54-57. Sitografia: pp. 58-61.
| 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: | International finance |
| Thesis Supervisor: | Traficante, Guido |
| Thesis Co-Supervisor: | Lippi, Francesco |
| Academic Year: | 2020/2021 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 23 Mar 2022 15:21 |
| Last Modified: | 23 Mar 2022 15:21 |
| URI: | https://tesi.luiss.it/id/eprint/31812 |
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