Niall Coffey

Federal Reserve Banks - Federal Reserve Bank of New York

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New York, NY 10045

United States

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SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity

FRB of New York Staff Report No. 393
Number of pages: 48 Posted: 15 Sep 2009 Last Revised: 08 Jun 2010
Niall Coffey, Warren B. Hrung and Asani Sarkar
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
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Citation 79

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covered interest parity, funding constraints, counterparty credit risk, central bank currence swap lines, financial crisis, foreign exchange

2.

The Global Financial Crisis and Offshore Dollar Markets

Current Issues in Economics and Finance, Vol. 15, No. 6, October 2009
Number of pages: 7 Posted: 29 Oct 2009 Last Revised: 06 Sep 2010
Niall Coffey, Warren B. Hrung, Hoai-Luu Q. Nguyen and Asani Sarkar
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Bank of New York
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Citation 1

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FX basis swap, LIBOR rate, crisis, demand for dollars, funding costs, covered interest rate parity condition