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searching for Interest rate parity 2 found (25 total)

Basis swap (319 words) [view diff] exact match in snippet view article find links to article

interest rate. The existence of the basis is a violation of the covered interest rate parity (CIP) condition. Basis risk occurs for positions that have at least

Interest rate swap (3,798 words) [view diff] case mismatch in snippet view article find links to article

Finance & Management SSRN preprint. Tuckman B. and Porfirio P. (2003). Interest Rate Parity, Money Market Basis Swaps and Cross-Currency Basis Swaps, Fixed income