Strong Sterling Pound and Weak European Currencies in the Crises: Evidence from Covered Interest Parity of Secured Rates

Shin-ichi Fukuda
Published Date
Copyright 2016
DOI 10.1016/j.jjie.2016.10.001
CONFERENCE HELD December 16-17, 2015
Book: International Finance in the Global Markets
Book organizers: Kosuke Aoki, Shin-ichi Fukuda, Takeo Hoshi & Takashi Kano
PUBLISHER: Elsevier, Journal of the Japanese and International Economies, volume 42

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International Economics
International Finance
Financial Economics
Portfolio Selection and Asset Pricing
Financial Markets

Published From Paper

Strong Sterling Pound and Weak European Currencies in the Crises: Evidence from Covered Interest Parity of Secured Rates
- Working Paper
In the post Lehman period, the interest rate of the US dollar became low on the forward contract because of“flight to...

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