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1997 | OriginalPaper | Buchkapitel

Covered Interest Parity: The Empirical Evidence

verfasst von : Imad A. Moosa, Razzaque H. Bhatti

Erschienen in: International Parity Conditions

Verlag: Palgrave Macmillan UK

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The objective of this chapter is to present an outline of the various procedures employed to test the covered interest parity hypothesis. This is followed by an overview of the empirical evidence related to some of the factors believed to contribute to deviations from the CIP condition.

Metadaten
Titel
Covered Interest Parity: The Empirical Evidence
verfasst von
Imad A. Moosa
Razzaque H. Bhatti
Copyright-Jahr
1997
Verlag
Palgrave Macmillan UK
DOI
https://doi.org/10.1007/978-1-349-25523-8_11

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