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Covered interest parity; Money market segmentation; Funding liquidity; FX swap market; U.S. 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
Commercial paper, balance sheet management, disclosure, cash management, window dressing
interest rate parity, exchange rates, currency swaps, order flow, dollar funding
Covered Interest Parity, FX-swaps, Libor, Corporate bonds, Arbitrage, Securities Lending
monetary policy, interest rate paths, forward guidance, high-frequency data, forecasts
Benchmark rates, floating rates, financial regulation, Libor, SOFR
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