Covered interest parity and frictions in currency and money markets : analysis of British pound and dollar for the period 1999-2006
Christopher E.S. Warburton
| 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
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| Subject: | Arbitrage | Cointegration | Exchange Rates | Forward Premium | Covered Interest Parity | Money Market | Zinsparität | Interest rate parity | Geldmarkt | Money market | Großbritannien | United Kingdom | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | US-Dollar | US dollar | Pfund Sterling | Pound Sterling | Theorie | Theory | Zins | Interest rate |
| 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/10012000529