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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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.


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


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