Covered Interest Parity Deviations: Macrofinancial Determinants
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https://www.nber.org/papers/w26129
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This paper studies how several macrofinancial factors are associated over time with the evolution of covered interest parity (CIP) deviations in the decade after the Global Financial Crisis. Changes in a number of risk- and policy-related factors have a significant association with the evolution of
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美国国家经济研究局创建时间：
2019-08-01
