Deviations from the covered interest parity : the role of fundamentals, financial and political turmoil, and market frictions
Marisa Gomes da Costa, Emerson Fernandes Marçal
| Year of publication: |
2021
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|---|---|
| Authors: | Costa, Marisa Gomes da ; Marçal, Emerson Fernandes |
| Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 19.2021, 2, p. 91-122
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| Subject: | Automatic model selection | Covered interest rate parity | Country risk | Exchange rate | Interest rate | Zinsparität | Interest rate parity | Wechselkurs | Zins | Internationaler Finanzmarkt | International financial market | Länderrisiko | Finanzmarkt | Financial market | US-Dollar | US dollar | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12660/rbfin.v19n2.2021.81862 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616660