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

doi 10.32468/be.994
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Banco de la República

Related search

Deviations From Covered Interest Rate Parity

2017English

Deviations From Covered Interest Rate Parity

SSRN Electronic Journal
2016English

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

2020English

Covered Interest Parity Deviations Between India and the US

International Business & Economics Research Journal (IBER)
2011English

Liquidity Premia and Interest Rate Parity

Journal of International Economics
EconomicsEconometricsFinance
2015English

Uncovered Interest Rate Parity and the Term Structure

SSRN Electronic Journal
2002English

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

Pacific Economic Review
DevelopmentEconomicsPlanningGeographyEconometricsAerospace Engineering
2007English

Testing Uncovered Interest Rate Parity Using LIBOR

Applied Economics
EconomicsEconometrics
2014English

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

Journal of Mathematical Finance
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy