Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect
Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect
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London: Palgrave Macmillan UK
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English
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London: Palgrave Macmillan UK
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Contents
We provide a systematic empirical analysis of short-term covered interest parity (CIP) deviations for a large set of emerging market (EM) currencies. EM CIP deviations tend to be wider and more volatile compared to most G10 currencies, and may move in an opposite direction compared to G10 currencies during global risk-off episodes. Motivated by the...
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Full title
Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect
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TN_cdi_gale_infotracmisc_A790789050
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_gale_infotracmisc_A790789050
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ISSN
2041-4161
E-ISSN
2041-417X
DOI
10.1057/s41308-023-00222-x
