Currency swaps and long-term covered interest parity

DOI10.1016/0165-1765(95)00664-2MaRDI QIDQ672570zbMATH OpenOpenAlexFDO

Authors Nobuya Takezawa

Publication date 28 February 1997

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(95)00664-2

zbMATH Keywords

Covered interest parityCurrency swap

Mathematics Subject Classification ID

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• Interest rate swaps under CIR.
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• scientific article; zbMATH DE number 5284328 (Why is no real title available?)

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