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Covered Interest Parity, Money Market Segmentation, Funding Liquidity Risk Premia, FX Swap Market, US Dollar Funding
Covered Interest Parity; Money Market Segmentation; Funding Liquidity Premia; FX Swap Market; U.S. Dollar Funding
Covered interest parity, money market segmentation, funding liquidity premia, FX swap market, U.S. dollar funding
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Covered Interest Parity, Funding Liquidity Premia, FX Swap Market, U.S. Dollar Funding
Benchmark Rates, Financial Regulation, Libor, Repo Rates, Collateral
Covered Interest Parity, FX-swaps, Libor, Corporate bonds, Arbitrage, Securities Lending
monetary policy, interest rate paths, forward guidance, high-frequency data, forecasts
interest rate parity, exchange rates, currency swaps, order flow, dollar funding
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