Covered interest parity and frictions in currency and money markets : analysis of British pound and dollar for the period 1999-2006
Year of publication: |
2018
|
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Authors: | Warburton, Christopher E. S. |
Published in: |
Applied econometrics and international development. - Santiago de Compostela, ISSN 1578-4487, ZDB-ID 2149891-X. - Vol. 18.2018, 1, p. 53-70
|
Subject: | Arbitrage | Cointegration | Exchange Rates | Forward Premium | Covered Interest Parity | Money Market | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Großbritannien | United Kingdom | Geldmarkt | Money market | US-Dollar | US dollar | Währungsderivat | Currency derivative | Theorie | Theory | Kanada | Canada | Pfund Sterling | Pound Sterling |
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