Covered Interest Arbitrage: Then versus Now
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0335.2006.00500.x/fullpdf
Reference39 articles.
1. Threshold Cointegration
2. Nonlinear dynamics and covered interest rate parity
3. The Gold Standard as a “Good Housekeeping Seal of Approval”
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