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SSRNRisk, Credit & Banking

Bank Positions and Interest Parity

Banks' positions regarding covered-interest parity deviations are affected by foreign safe asset scarcity, market power and segmentation, and demand concentration, as per a study using confidential supervisory data.

Featured in No. 61 on 15 Aug 2024 · 6 days after release

Released
9 Aug 2024
First featured
No. 61 · 15 Aug 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
SSRN 4920349

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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