Covered Interest Parity Deviations: Macrofinancial Determinants

Covered Interest Parity Deviations: Macrofinancial Determinants
For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic relationship applying to daily or weekly data. Not only have CIP deviations significantly increased since the GFC, but potential macrofinancial drivers of the variation in CIP deviations have... READ MORE...

Publication date: January 2019
ISBN 9781484390122
$18.00

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