Stock market and deviations from covered interest parity

Author:

Ibhagui Oyakhilome

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference65 articles.

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2. Volatility returns with vengeance: Financial markets vs. commodities;Aboura;Res. Int. Business Finance,2015

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5. The dollar, bank leverage and the deviation from covered interest parity;Avdjiev;Am. Econ. Rev.: Insights, Forthcoming,2018

Cited by 3 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. Deviations from covered interest parity in the emerging markets after the global financial crisis;Journal of International Financial Markets, Institutions and Money;2023-06

2. Cross-currency basis swap spreads and corporate dollar funding;Journal of International Financial Markets, Institutions and Money;2023-06

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

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