Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009
Cho‐Hoi Hui,
Hans Genberg and
Tsz‐Kin Chung
International Journal of Finance & Economics, 2011, vol. 16, issue 4, 307-323
Date: 2011
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Working Paper: Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009 (2009) 
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