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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Cerutti, Eugenio
अन्य लेखक: Obstfeld, Maurice, Zhou, Haonan
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2019.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2019/014
ऑनलाइन पहुंच:Full text available on IMF