Covered interest parity arbitrage
Year of publication: |
2022
|
---|---|
Authors: | Rime, Dagfinn ; Schrimpf, Andreas ; Syrstad, Olav |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 35.2022, 11, p. 5185-5227
|
Subject: | Zinsparität | Interest rate parity | Arbitrage | Internationaler Finanzmarkt | International financial market | Marktsegmentierung | Market segmentation | Preiskonvergenz | Price convergence | Devisen | Foreign exchange | Swap | Welt | World | 2013-2021 |
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