Tuesday, April 16, 2013

CDS Implied Exchange Rates (again) (os)

I have already mentioned (here and here) the work on CDS implied exchange rates I did with my dear friend Arne Breuer. Additionally, you will now find a shorter version of our Applied Economics Quarterly article at the magazine section of Xaia Investment.

Basically, as I said, this a just shorter version of our Journal article, where we have dropped a lot of additional explanations (hence, you will have to read the whole article in case you want to get a deeper understanding :-). Yet, therefore we have extended the time line until the early 2013 to capture e.g. the developments of Cyprus.