Limits to arbitrage and the term structure of CIP violations
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DOI: 10.1016/j.intfin.2024.102031
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More about this item
Keywords
Preferred habitat; Foreign exchange markets; International finance; Covered interest parity;All these keywords.
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
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