Mobeen Iqbal

Imperial College Business School

Research Postgraduate (PhD), Finance

South Kensington Campus

Exhibition Road

London SW7 2AZ, SW7 2AZ

United Kingdom

  • Imperial College Business School

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The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets

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Citation 11

The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets

BIS Working Papers No. 590
Number of pages: 63 Posted: 02 Feb 2017 Last Revised: 23 Nov 2018
Claudio E. V. Borio, Mobeen Iqbal, Robert N. McCauley, Patrick McGuire and Vladyslav Sushko
Bank for International Settlements (BIS) - Research and Policy Analysis, Imperial College Business School, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
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Citation 10

Abstract:

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Covered interest parity, FX swaps, currency basis, limits to arbitrage, US dollar funding, currency hedging, preferred habitat investors, term structure