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Covered interest parity and international capital market efficiency

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Author Info
Crowder, William J.
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File URL: http://www.sciencedirect.com/science/article/B6W4V-45GNSCC-3/2/d547eaf038a37eda6075a287d1324587
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Publisher Info
Article provided by Elsevier in its journal International Review of Economics & Finance.

Volume (Year): 4 (1995)
Issue (Month): 2 ()
Pages: 115-132
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Handle: RePEc:eee:reveco:v:4:y:1995:i:2:p:115-132

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Web page: http://www.elsevier.com/locate/inca/620165

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  1. Baharumshah, Ahmad Zubaidi & Liew, Venus Khim-Sen & Chan, Tze-Haw, 2007. "The real interest rate differential: international evidence based on nonlinear unit root tests," MPRA Paper 7300, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  2. 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!]
  3. Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien, 2006. "Some Empirical Observations on the Forward Exchange Rate Anomaly," Trinity Economics Papers tep2006, Trinity College Dublin, Department of Economics. [Downloadable!]
    Other versions:
  4. Derek Bond & Niall Hession & Michael J Harrison & Edward J O’Brien, 2007. "Nonlinearity as an Explanation of the Forward Exchange Rate Anomaly," Working Papers 200801, School Of Economics, University College Dublin. [Downloadable!]
  5. Alex Maynard & Peter C. B. Phillips, 2001. "Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 671-708. [Downloadable!]
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