Browsing FGV EESP - Escola de Economia de São Paulo by Title "Deviations from covered interest parity: the role played by fundamentals, financial and political turmoils and market frictions"
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Deviations from covered interest parity: the role played by fundamentals, financial and political turmoils and market frictions
2019-05Recent works for mature markets on covered interest parity suggest that deviations are mean reverting but persistent particularly after 2008 crisis (Du et al., 2018). Our study aims to contribute to the literature by ...
