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Publications by Santiago Gomez-Malagon

A Rank Approach for Studying Cross-Currency Bases and the Covered Interest Rate Parity

2017English

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Deviations From Covered Interest Rate Parity

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Deviations From Covered Interest Rate Parity

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Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band

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Covered Interest Parity Deviations Between India and the US

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Liquidity Premia and Interest Rate Parity

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Uncovered Interest Rate Parity and the Term Structure

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Price-Based Measurement of Financial Globalization: A Cross-Country Study of Interest Rate Parity

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Testing Uncovered Interest Rate Parity Using LIBOR

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A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model With Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes

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