This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Long-term covered interest parity: evidence from currency swaps Author info | Abstract | Publisher info | Download info | Related research | Statistics Popper, Helen
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of International Money and Finance .
Volume (Year): 12 (1993)
Issue (Month): 4 (August)
Pages: 439-448
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:jimfin:v:12:y:1993:i:4:p:439-448Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Naohiko Baba & Frank Packer & Teppei Nagano, 2008.
"The spillover of money market turbulence to FX swap and cross-currency swap markets ,"
BIS Quarterly Review ,
Bank for International Settlements, March.
[Downloadable!]
J.M. Berk & K.H.W. Knot, 1999.
"Co-Movements in Long-Term Interest Rates and the Role of PPP-BasedExchange Rate Expectations ,"
DNB Staff Reports (discontinued)
37, Netherlands Central Bank.
[Downloadable!]
Other versions: Herrmann, Sabine & Jochem, Axel, 2003.
"Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finan ,"
Discussion Paper Series 1: Economic Studies
2003,07, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Lemmen, J. & Eijffinger, S., 1995.
"The fundamental determinants of financial integration in the European Union ,"
Discussion Paper
117, Tilburg University, Center for Economic Research.
[Downloadable!]
Peter G. Szilagyi & Jonathan A. Batten, 2006.
"Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp128, IIIS.
[Downloadable!]
Pasricha, Gurnain, 2007.
"Financial Integration in Emerging Market Economies ,"
MPRA Paper
5278, University Library of Munich, Germany.
[Downloadable!]
Other versions: Guy Meredith & Menzie D. Chinn, 1998.
"Long-Horizon Uncovered Interest Rate Parity ,"
NBER Working Papers
6797, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Rosita P. Chang & Sang-Hyop Lee & Sean F. Reid & S. Ghon Rhee, 2002.
"One-Way Arbitrage-Based Interest Parity ,"
Tinbergen Institute Discussion Papers
02-115/2, Tinbergen Institute.
[Downloadable!]
Menzie D. Chinn & Guy Meredith, 2005.
"Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era ,"
NBER Working Papers
11077, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Hyoung-Seok Lim & Masao Ogaki, 2003.
"A Theory of Exchange Rates and the Term Structure of Interest Rates ,"
RCER Working Papers
504, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Other versions: Daniel Levy, 2005.
"Investment-Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series ,"
International Finance
0505006, EconWPA, revised 16 May 2005.
[Downloadable!]
Other versions: Farmer, Roger E A & Lahiri, Amartya, 2002.
"Economic Growth in an Interdependent World Economy ,"
CEPR Discussion Papers
3250, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Menzie Chinn & Jeffrey Frankel, 2003.
"The Euro Area and World Interest Rates ,"
Santa Cruz Department of Economics, Working Paper Series
1031, Department of Economics, UC Santa Cruz.
[Downloadable!]
Other versions: Helen Popper, 1995.
"Term premia comovement in German, Japanese, and U.S. domestic markets ,"
Open Economies Review ,
Springer, vol. 6(1), pages 49-62, January.
[Downloadable!] (restricted)
Jochem, Axel & Herrmann, Sabine, 2003.
"The international integration of money markets in the central and east European accession countries : deviations from covered interest parity, capital controls and inefficiencies in the financial sect ,"
Discussion Paper Series 1: Economic Studies
2003,07, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Access and
download statistics Did you know? About five million pdf files are downloaded through RePEc every year.
This page was last updated on 2009-11-16.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .