Covered interest rate parity in emerging markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference25 articles.
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2. Covered interest parity and the relative effectiveness of forward and money market hedging;Al-Loughani;Applied Economics Letters,2000
3. Interpreting deviations from covered interest parity during the financial market turmoil of 2007 08;Baba;Journal of Banking and Finance,2009
4. The dynamics of arbitrage: Evidence from the yen forward markets;Batten,2011
5. Is covered interest parity arbitrage extinct? Evidence from the spot Usd/Yen;Batten;Applied Economics Letters,2010
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4. Why is dollar debt Cheaper? Evidence from Peru;Journal of Financial Economics;2023-06
5. The US Dollar and Covered Interest Rate Parity Deviations: Oil Price Channel;SSRN Electronic Journal;2023
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