by Summary:
On Alphaville, Matthew Klein points out that covered interest parity (dollar vs. yen) is alive and kicking again. It wasn’t during much of 2016. The Reserve Bank of Australia exploited the arbitrage opportunity. Previous post on the topic, and another one.
Topics:
Dirk Niepelt considers the following as important: Covered interest parity, Dollar, Notes, Reserve Bank of Australia, Yen
This could be interesting, too:
On Alphaville, Matthew Klein points out that covered interest parity (dollar vs. yen) is alive and kicking again. It wasn’t during much of 2016. The Reserve Bank of Australia exploited the arbitrage opportunity. Previous post on the topic, and another one.
Topics:
Dirk Niepelt considers the following as important: Covered interest parity, Dollar, Notes, Reserve Bank of Australia, Yen
This could be interesting, too:
Dirk Niepelt writes Budgetary Effects of Ageing and Climate Policies in Switzerland
Dirk Niepelt writes SNB Annual Report
Dirk Niepelt writes Banks and Privacy, U.S. vs Canada
Dirk Niepelt writes Bank of England CBDC Academic Advisory Group
On Alphaville, Matthew Klein points out that covered interest parity (dollar vs. yen) is alive and kicking again. It wasn’t during much of 2016. The Reserve Bank of Australia exploited the arbitrage opportunity.