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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| Outros autores: | , |
| Formato: | Revista |
| Idioma: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2019.
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| Series: | IMF Working Papers; Working Paper ;
No. 2019/014 |
| Acceso en liña: | Full text available on IMF |