covered interest parity

Covered Interest Parity describes an idealised situation in foreign exchange markets in which the interest rates on assets differing only in the currency of denomination will be equal. This article describes the theoretical assumptions under which CIP holds and the evidence for CIP in practice.

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Authors:	Alper, C. Emre ; Ardic, Oya Pinar
Other Persons:	Durlauf, Steven N. (contributor) ; Blume, Lawrence E. (contributor)
Institutions:	Palgrave Macmillan
Subject:	CIP \| counterparty risk \| emerging markets \| foreign exchange

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Extent:	text/html
Series:	The New Palgrave Dictionary of Economics.
Type of publication:	Article
Classification:	F31 - Foreign Exchange
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009395627