Exchange Rate Determination under Limits to CIP Arbitrage
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- Bacchetta, Philippe & Davis, J. Scott & van Wincoop, Eric, 2023. "Exchange Rate Determination under Limits to CIP Arbitrage," CEPR Discussion Papers 18648, C.E.P.R. Discussion Papers.
- Philippe Bacchetta & J. Scott Davis & Eric Van Wincoop, 2023. "Exchange Rate Determination Under Limits to CIP Arbitrage," Globalization Institute Working Papers 425, Federal Reserve Bank of Dallas, revised 23 Sep 2024.
References listed on IDEAS
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- Zhiguo He & Bryan Kelly & Asaf Manela, 2016. "Intermediary Asset Pricing: New Evidence from Many Asset Classes," NBER Working Papers 21920, National Bureau of Economic Research, Inc.
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More about this item
JEL classification:
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MON-2024-09-23 (Monetary Economics)
- NEP-OPM-2024-09-23 (Open Economy Macroeconomics)
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