Covered Interest Arbitrage: Then vs. Now
收藏数据链接：
官方服务：
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
