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...
मुख्य लेखक: | |
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अन्य लेखक: | , |
स्वरूप: | पत्रिका |
भाषा: | English |
प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2019.
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श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2019/014 |
ऑनलाइन पहुंच: | Full text available on IMF |