Covered Interest Arbitrage: Then vs. Now
收藏NBER2004-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10961
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资源简介：
We introduce a new weekly database of spot and forward US-UK exchange rates as well as interest rates to examine the integration of forward exchange markets during the classical gold standard period (1880-1914). Using threshold autoregressions (TAR), we estimate the transactions cost band of covered
提供机构：
美国国家经济研究局
创建时间：
2004-12-01
