Deviations from Covered Interest Rate Parity
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DOI: 10.1111/jofi.12620
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- Wenxin Du & Alexander Tepper & Adrien Verdelhan, 2017. "Deviations from Covered Interest Rate Parity," NBER Working Papers 23170, National Bureau of Economic Research, Inc.
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JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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