Deviations from Covered Interest Rate Parity
收藏NBER2017-02-01 更新2025-01-04 收录
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https://www.nber.org/papers/w23170
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资源简介：
We find that deviations from the covered interest rate parity condition (CIP) imply large, persistent, and systematic arbitrage opportunities in one of the largest asset markets in the world. Contrary to the common view, these deviations for major currencies are not explained away by credit risk or
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美国国家经济研究局创建时间：
2017-02-01
