Results 201 to 210 of about 10,764 (218)

Currency swaps and long-term covered interest parity

Economics Letters, 1995
Nobuya Takezawa
exaly  

What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions

Physica A: Statistical Mechanics and Its Applications, 2017
Paulo Ferreira, Ladislav Kristoufek
exaly  

A New Testable Theory on Deviations from Covered Interest Rate Parity

SSRN Electronic Journal, 2022
openaire   +1 more source

The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework

Journal of Empirical Finance, 2015
Dooyeon Cho
exaly  

Covered interest parity: The untestable hypothesis

Journal of Post Keynesian Economics, 2017
Imad A Moosa
exaly  

The US Dollar and Covered Interest Rate Parity Deviations: Oil Price Channel

SSRN Electronic Journal, 2023
openaire   +1 more source

The Covered Interest Parity Puzzle and the Evolution of the Japan Premium

Journal of Economic Issues, 2019
Alexis Stenfors
exaly  

Pension fund flows, exchange rates, and covered interest rate parity

Journal of Financial Economics
Felipe Aldunate, Zhi Da, Borja Larrain, Clemens Sialm   +3 more
openaire   +1 more source

Deviations from Covered Interest Rate Parity

Journal of Finance, 2018
Wenxin Du, Adrien Verdelhan
exaly  

Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen

Physica A: Statistical Mechanics and Its Applications, 2007
Jonathan A Batten, Peter G Szilágyi
exaly