Covered interest rate parity deviations in the Asia-Pacific
Year of publication: |
2022
|
---|---|
Authors: | Bilson, Chris M. ; Brailsford, Timothy J. ; Rajaguru, Gulasekaran |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 77.2022, p. 1-19
|
Subject: | Arbitrage | Covered interest rate parity | Market efficiency | Zinsparität | Interest rate parity | Asiatisch-pazifischer Raum | Asia-Pacific region | Effizienzmarkthypothese | Efficient market hypothesis | Währungsderivat | Currency derivative |
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