Empirical evidences of the daviations from covered interest rate parity

Nardoni, Francesca (A.A. 2016/2017) Empirical evidences of the daviations from covered interest rate parity. Tesi di Laurea in Financial markets and institutions, LUISS Guido Carli, relatore Federico Calogero Nucera, pp. 46. [Bachelor's Degree Thesis]

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Abstract/Index

Covered interest parity (CIP) and cross currency basis. Empirical analysis of CIP-based arbitrage opportunities. Potential explanations of the CIP deviations.

References

Bibliografia: p. 46.

Thesis Type: Bachelor's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, english language (L-33)
Chair: Financial markets and institutions
Thesis Supervisor: Nucera, Federico Calogero
Academic Year: 2016/2017
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 21 Jun 2018 08:39
Last Modified: 21 Jun 2018 08:39
URI: https://tesi.luiss.it/id/eprint/21402

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