Arbitrage, covered interest parity and cointegration analysis on the NTD/USD forex market revisited
Chen Kuo-Shing, Chen Chun-Ming, Lee Chien-Chiang
| Year of publication: |
2017
|
|---|---|
| Authors: | Kuo-Shing, Chen ; Chun-Ming, Chen ; Chien-Chiang, Lee |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 1, p. 420-428
|
| Subject: | Covered Interest Parity | Market Integration | Granger Causality Tests | Cost-of-carry Model | Zinsparität | Interest rate parity | Marktintegration | Market integration | Arbitrage | Kausalanalyse | Causality analysis | Devisenmarkt | Foreign exchange market | Theorie | Theory | Kointegration | Cointegration | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011784549