Coffey, Niall , Hrung, Warren B. and Sarkar, Asani. "Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity, Staff Report 393," Staff Reports (Federal Reserve Bank of New York) (Revised October 2009). https://fraser.stlouisfed.org/title/9235/item/673645, accessed on May 12, 2025.
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