Covered interest rate parity deviations in the Asia-Pacific
C Bilson, T Brailsford, G Rajaguru - Journal of International Financial …, 2022 - Elsevier
Recent evidence has documented a failure in the covered interest rate parity (CIP) condition
post Global Financial Crisis (post-GFC). Using a model which incorporates the transaction …
post Global Financial Crisis (post-GFC). Using a model which incorporates the transaction …