Tests of covered interest parity on the Euromarket with high-quality data
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/758527822
Reference7 articles.
1. The International Mobility of Short-term Covered Arbitrage Capital
2. Covered interest parity in non-dollar euromarkets
3. The Covered-Arbitrage Schedule: A Critical Survey of Recent Developments
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