LONG-RUN RELATIONS IN EXCHANGE MARKETS: A TEST OF COVERED INTEREST PARITY
Author:
Affiliation:
1. University of Manitoba
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1995.tb00576.x/fullpdf
Reference16 articles.
1. Transaction costs and the interest parity theorem;Bahmani-Oskooee;Journal of Political Economy,1985
2. Common stochastic trends in a system of exchange rates;Baillie;Journal of Finance,1989
3. Testing the unbiased forward rate hypothesis: Evidence on unit roots, co-integration, and stochastic coefficients;Barnhart;Journal of Financial and Quantitative Analysis,1991
4. The minimum covered interest differential needed for international arbitrage activity;Branson;Journal of Political Economy,1969
5. Transactions costs and covered interest arbitrage: Theory and evidence;Clinton;Journal of Political Economy,1988
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