Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08

Baba, Naohiko; Packer, Frank

doi:10.1016/j.jbankfin.2009.05.007

Record: found
Abstract: not found
Article: not found

Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08

Author(s): Naohiko Baba , Frank Packer

Publication date Created: November 2009

Publication date (Print): November 2009

Journal: Journal of Banking & Finance

Publisher: Elsevier BV

Read this article at

ScienceOpenPublisher

Bookmark

There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

Related collections

Most cited references 13

Record: found
Abstract: not found
Article: not found

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson (1991)

0 comments Cited 687 times – based on 0 reviews      Review now

Bookmark

Record: found
Abstract: not found
Article: not found

Deciphering the Liquidity and Credit Crunch 2007–2008

Markus K. Brunnermeier (2009)

0 comments Cited 208 times – based on 0 reviews      Review now

Bookmark

Record: found
Abstract: not found
Article: not found

A Black Swan in the Money Market

John Williams, John B Taylor (2009)

0 comments Cited 30 times – based on 0 reviews      Review now

Bookmark

All references

Author and article information

Journal

Title: Journal of Banking & Finance

Abbreviated Title: Journal of Banking & Finance

Publisher: Elsevier BV

ISSN (Print): 03784266

Publication date Created: November 2009

Publication date (Print): November 2009

Volume: 33

Issue: 11

Pages: 1953-1962

Article

DOI: 10.1016/j.jbankfin.2009.05.007

SO-VID: 2f1532fe-7e8d-48b0-8229-2abab665ceda

License:

http://www.elsevier.com/tdm/userlicense/1.0/

History

Data availability:

Comments

Comment on this article

scite_

Smart Citations

Citing PublicationsSupportingMentioningContrasting

View Citations

See how this article has been cited at scite.ai

scite shows how a scientific paper has been cited by providing the context of the citation, a classification describing whether it supports, mentions, or contrasts the cited claim, and a label indicating in which section the citation was made.