Parity conditions and the efficiency of the Australian 90- and 180-day forward markets
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- 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.
- repec:eee:jimfin:v:74:y:2017:i:c:p:301-317 is not listed on IDEAS
- Fukuda, Shin-ichi & Tanaka, Mariko, 2017.
"Monetary policy and covered interest parity in the post GFC period: Evidence from the Australian dollar and the NZ dollar,"
Journal of International Money and Finance,
Elsevier, vol. 74(C), pages 301-317.
- 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.
- 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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