Arbitrage, covered interest parity and cointegration analysis on the NTD/USD forex market revisited
Year of publication: |
2017
|
---|---|
Authors: | Kuo-Shing, Chen ; Chun-Ming, Chen ; Chien-Chiang, Lee |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 1, p. 420-428
|
Subject: | Covered Interest Parity | Market Integration | Granger Causality Tests | Cost-of-carry Model | Zinsparität | Interest rate parity | Theorie | Theory | Marktintegration | Market integration | Devisenmarkt | Foreign exchange market | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Arbitrage | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative |
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