Covered Interest Parity and the Efficiency of the Australian Dollar Forward Market: A Cointegration Analysis using Daily Data.
Year of publication: |
1991
|
---|---|
Authors: | Karfakis, C.I. ; Phipps, A.J. |
Institutions: | School of Economics, Faculty of Arts and Social Sciences |
Subject: | currencies | financial market | economic equilibrium | information |
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