What do deviations from covered interest parity and higher FX hedging costs mean for Asia?

DOI10.1007/S11079-020-09594-3zbMath1470.91278OpenAlexW2969868757MaRDI QIDQ2047017

Kenneth H. Kang, Changyong Rhee, Gee Hee Hong, Anne Oeking

Publication date: 19 August 2021

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=48531

zbMATH Keywords

limits to arbitragecovered interest parityFX swapsUS dollar funding

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Addressing international empirical puzzles: the liquidity of bonds
• Imports, exports, dollar exposures, and stock returns
• Uncovered interest parity and monetary policy near and far from the zero lower bound
• Dollar Funding and the Lending Behavior of Global Banks*

This page was built for publication: What do deviations from covered interest parity and higher FX hedging costs mean for Asia?