Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants and Disconnect
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Keywords
Covered interest parity; Interest rate differentials; Forward foreign exchange market; Financial market arbitrage; Emerging markets; CIP deviation; FX Market development; short-term Covered Interest Parity; country default risk; segmented FX markets; Interest rate parity; Currencies; Currency markets; Emerging and frontier financial markets; Forward exchange rates; Global;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DES-2023-04-17 (Economic Design)
- NEP-IFN-2023-04-17 (International Finance)
- NEP-MON-2023-04-17 (Monetary Economics)
- NEP-OPM-2023-04-17 (Open Economy Macroeconomics)
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