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...
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| Další autoři: | , |
| Médium: | Časopis |
| Jazyk: | English |
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Washington, D.C. :
International Monetary Fund,
2019.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2019/014 |
| On-line přístup: | Full text available on IMF |