default author photo

Florian Gerth

Asian Institute of Management

123 Paseo de Roxas

Makati City

Philippines

SCHOLARLY PAPERS

2

DOWNLOADS

108

TOTAL CITATIONS

0

Scholarly Papers (2)

Interconnected Deviations from Covered Interest Parity

Number of pages: 21 Posted: 02 Feb 2025
University of Essex - Department of Mathematics, Independent and Asian Institute of Management
Downloads 32 (1,356,108)

Abstract:

Loading...

Covered Interest Parity, cross-currency basis, Currency Swaps, Interconnectedness, VAR Model.

Interconnected Deviations from Covered Interest Parity

Number of pages: 21 Posted: 08 Feb 2025
University of Essex - Department of Mathematics, Independent and Asian Institute of Management
Downloads 25 (1,445,011)

Abstract:

Loading...

Covered Interest Parity, cross-currency basis, Currency Swaps, Interconnectedness, VAR Model.

2.

The Dollar's Double Life: Not All Dollar Appreciations are Born Equal for the Cross-Currency Basis

Number of pages: 29 Posted: 30 Jan 2026
University of Essex - Department of Mathematics, Baum Tenpers Research Institute and Asian Institute of Management
Downloads 51 (1,074,648)

Abstract:

Loading...

Cross-Currency Basis Swaps, Exchange Rate Regimes, Currency Hedging, Basis Swap Spreads, Dollar Appreciation Hedging Demand and Supply, Currency Markets