Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market-Reference-Cited by-同舟云学术

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Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market

Published:2016-06 Issue: Volume:38 Page:161-176
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Suh Sangwon,Kim Young Ju

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference35 articles.

1. From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers;Baba,2009

2. Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08;Baba;J. Bank. Financ.,2009

3. The spillover of money market turbulence to FX swap and cross-currency swap markets;Baba;BIS Q. Rev.,2008

4. Transaction costs and interest parity theorem;Bahmani-Oskooee;J. Polit. Econ.,1985

5. A model of covered interest arbitrage under market segmentation;Blenman;J. Money, Credit, Bank.,1991

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The US Dollar and Covered Interest Rate Parity Deviations: Oil Price Channel;SSRN Electronic Journal;2023

2. Covered interest rate parity deviations in the Asia-Pacific;Journal of International Financial Markets, Institutions and Money;2022-03

3. Predicting exchange rate returns;Emerging Markets Review;2020-03

4. Institutions, inward foreign direct investment, trade openness and credit level in emerging market economies;Review of Development Finance;2018-12

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