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Parity conditions and the efficiency of the Australian 90- and 180-day forward markets


  • Felmingham, Bruce
  • Leong, SuSan


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  • Felmingham, Bruce & Leong, SuSan, 2005. "Parity conditions and the efficiency of the Australian 90- and 180-day forward markets," Review of Financial Economics, Elsevier, vol. 14(2), pages 127-145.
  • Handle: RePEc:eee:revfin:v:14:y:2005:i:2:p:127-145

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    References listed on IDEAS

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    Cited by:

    1. Shin-ichi Fukuda & Mariko Tanaka, 2016. "Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar," CARF F-Series CARF-F-401, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    2. repec:eee:jimfin:v:74:y:2017:i:c:p:301-317 is not listed on IDEAS
    3. Shin-ichi Fukuda & Mariko Tanaka, 2016. "Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar," CIRJE F-Series CIRJE-F-1032, CIRJE, Faculty of Economics, University of Tokyo.
    4. Pippenger, John, 2012. "What Covered Interest Parity Implies about the Theory of Uncovered Interest Parity," University of California at Santa Barbara, Economics Working Paper Series qt0zk6t2hj, Department of Economics, UC Santa Barbara.

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