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Publications by Wenxin Du

Deviations From Covered Interest Rate Parity

SSRN Electronic Journal

English

Deviations From Covered Interest Rate Parity

English

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Covered Interest Parity Deviations Between India and the US

International Business & Economics Research Journal (IBER)

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

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Liquidity Premia and Interest Rate Parity

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Testing Uncovered Interest Rate Parity Using LIBOR

Applied Economics

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Modeling Deviations From Purchasing Power Parity (PPP)

International Economic Review

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Uncovered Interest Rate Parity and the Term Structure

SSRN Electronic Journal

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

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Deviations From Purchasing Power Parity: Causes and Welfare Costs

Journal of International Economics

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