CIP Deviations, the Dollar, and Frictions in International Capital Markets
收藏NBER2021-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w28777
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资源简介：
The covered interest rate parity (CIP) condition is a fundamental arbitrage relationship in international finance. In this chapter, we review its breakdown during the Global Financial Crisis and its continued failure in the subsequent decade. We review how to measure CIP deviations, discuss the
提供机构：
美国国家经济研究局
创建时间：
2021-05-01
