What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia
August 2, 2019
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Currency markets, External position, Financial crises, Financial markets, Financial regulation and supervision, Financial services, Foreign exchange, Hedging, Interest rate parity, International investment position
Keywords: Asia and Pacific, Covered interest parity, Cross-currency basis, Currency, Currency markets, Dollar, Dollar index, E. U.S. Dollar supply, FX swaps, Global, Hedging, Interest rate parity, International investment position, Limits to arbitrage, Swap market, U.S. dollar, U.S.dollar funding, WP
Publication Details
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Pages:
35
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2019/169
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Stock No:
WPIEA2019169
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ISBN:
9781513509006
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ISSN:
1018-5941