Deviations from covered interest rate party
Giordani, Federico (A.A. 2022/2023) Deviations from covered interest rate party. Tesi di Laurea in Equity markets and alternative investments, Luiss Guido Carli, relatore Paolo Vitale, pp. 64. [Master's Degree Thesis]
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Abstract/Index
What is covered interest parity. Literature review. The CIP before the great financial crisis. The CIP during the great financial crisis. The CIP after the great financial crisis. Empirical analysis. The evolution of the EUR/USD cross-currency basis. Empirical analysis of the EUR/USD cross-currency basis.
References
Bibliografia e sitografia: p. 64.
| 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: | Carlini, Federico Carlo Eugenio |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 20 May 2024 13:11 |
| Last Modified: | 20 May 2024 13:11 |
| URI: | https://tesi.luiss.it/id/eprint/38534 |
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