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Modeling Covered Interest Parity Deviations - A Structural VAR Approach
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/bf01205993openalex-extracted
Nonlinear dynamics and covered interest rate parity
inferredcites →https://doi.org/10.1007/s10679-006-9001-zopenalex-extracted
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
inferredcites →https://doi.org/10.1016/0165-1765(81)90077-xopenalex-extracted
Covered interest arbitrage in the 1970's
inferredcites →https://doi.org/10.1016/0165-1765(95)00664-2openalex-extracted
Currency swaps and long-term covered interest parity
inferredcites →https://doi.org/10.1016/0261-5606(93)90005-vopenalex-extracted
Long-term covered interest parity: evidence from currency swaps
inferredcites →https://doi.org/10.1017/cbo9780511754159openalex-extracted
The Economics of Exchange Rates
inferredcites →https://doi.org/10.1086/260325openalex-extracted
Covered Interest Arbitrage: Unexploited Profits?
inferredcites →https://doi.org/10.1086/261540openalex-extracted
Transactions Costs and Covered Interest Arbitrage: Theory and Evidence
inferredcites →https://doi.org/10.1093/rfs/5.2.153openalex-extracted
Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World
inferredcites →https://doi.org/10.1108/s1574-8715(2011)0000009020openalex-extracted
Chapter 15 Deviations from Covered Interest Parity: The Case of China
inferredcites →https://doi.org/10.1353/mcb.2002.0033openalex-extracted
Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture
inferredcites →https://doi.org/10.19030/iber.v11i1.6674openalex-extracted
Covered Interest Parity Deviations Between India And The US
inferredcites →https://doi.org/10.2307/2331359openalex-extracted
Direct Tests of Index Arbitrage Models
inferredcites →https://doi.org/10.2307/2554178openalex-extracted
Covered Interest Parity: A High-Frequency, High-Quality Data Study
inferredcites →https://doi.org/10.2307/30035875openalex-extracted
Asymmetric Arbitrage and Default Premiums between the U.S. and Russian Financial Markets
inferredcites →https://doi.org/10.3386/w2737openalex-extracted
The Dynamic Effects of Aggregate Demand and Supply Disturbances
inferredcites →https://doi.org/10.3386/w2856openalex-extracted
Quantifying International Capital Mobility in the 1980s
inferredcites →https://doi.org/10.4324/9780203168219-14openalex-extracted
QUANTIFYING INTERNATIONAL CAPITAL MOBILITY IN THE 1980s
inferredcites →https://doi.org/10.5539/ijef.v3n4p170openalex-extracted
International Financial Integration of the Indian Money Market
inferredcites →https://doi.org/10.7551/mitpress/9388.003.0018openalex-extracted
Crisis, Capital Controls, and Covered Interest Parity: Evidence from China in Transformation
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