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~subject:"Currency derivative"
~person:"Karfakis, Costas I."
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Currency derivative
Interest rate parity
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Karfakis, Costas I.
Qian, Xingwang
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Do movements in the forward discount on the Australian dollar predict movements in domestic interest rates? : Evidence from a time series analysis of covered interest parity in Aus...
Karfakis, Costas I.
- In:
Australian economic papers
33
(
1994
)
62
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001177657
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2
Do movements in the forward discount on the Australian dollar predict movements in domestic interest rates? : Evidence from a time series analysis of covered interest parity in Aus...
Karfakis, Costas I.
;
Phipps, Anthony J.
-
1993
Persistent link: https://www.econbiz.de/10000861181
Saved in:
3
Covered interest parity and the efficiency of the Australian dollar forward market : a cointegration analysis using daily data
Karfakis, Costas I.
;
Phipps, Anthony J.
-
1991
Persistent link: https://www.econbiz.de/10000829440
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