Essays Tagged: "Currency swap"

Currency and Interest Rate Swap: A Case Study of the Australian Foreign Exchange Market

84465 Risk Management �PAGE � �PAGE �1� Treasury Risk Management Currency and Interest Rate SwapA Case Study of the Australian Foreign Exchange MarketAbstractBusines ... red interest arbitrage pricing relation has been rampant and that the activity in the international currency and interest rate swap markets offers a substantial explanation for the continued and preva ...

(13 pages) 35 0 0.0 May/2010

Subjects: Businesss Research Papers > Accounting