Covered interest parity deviations : macrofinancial determinants
Eugenio M. Cerutti, Maurice Obstfeld, Haonan Zhou
| Year of publication: |
2021
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| Authors: | Cerutti, Eugenio M. ; Obstfeld, Maurice ; Zhou, Haonan |
| Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 130.2021, p. 1-24
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| Subject: | Covered interest parity | Interest rate differentials | Forward foreign exchange market | Financial market arbitrage | Zinsparität | Interest rate parity | Internationaler Finanzmarkt | International financial market | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Zinsstruktur | Yield curve | Finanzmarkt | Financial market | Theorie | Theory | Arbitrage |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jinteco.2021.103447 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012887994