Liquidity risk and covered interest rate arbitrage: Tranquil versus turbulent periods in the EURDKK market



Title:	Liquidity risk and covered interest rate arbitrage: Tranquil versus turbulent periods in the EURDKK market Katettuun korkopariteettiin perustuvan arbitraasin yhteys likviditeettiriskiin; tyynet ja myrskyisät ajanjaksot EURDKK-markkinalla
Author(s):	Walden, Saara
Date:	2018
Language:	en
Pages:	51
Department:	Rahoituksen laitos
Degree programme:	Finance
Thesis advisor(s):	Puttonen, Vesa; Bommel, Jos van
Keywords:	covered interest rate parity, exchange rates, money market, foreign exchange market, synthetic deposit, liquidity risk, asset pricing
Controlled terms:	rahoitus, rahatalous, valuutta, markkinat, korko, likviditeetti, sijoitukset, rahoitusinstrumentit, hinnoittelu, riski
Location:	P1 I \| Archive number: 17217 \| Archive
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Permanent link to this item: http://urn.fi/URN:NBN:fi:aalto-201806293935 Email this Export to RefWorks QR Code Print BibTex Tweet