CIP Deviations, the Dollar, and Frictions in International Capital Markets
CIP Deviations, the Dollar, and Frictions in International Capital Markets
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Cambridge: National Bureau of Economic Research, Inc
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English
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Cambridge: National Bureau of Economic Research, Inc
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Contents
The covered interest rate parity (CIP) condition is a fundamental arbitrage relationship in international finance. In this chapter, we review its breakdown during the Global Financial Crisis and its continued failure in the subsequent decade. We review how to measure CIP deviations, discuss the drivers of CIP deviations, and the implications of CIP...
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Full title
CIP Deviations, the Dollar, and Frictions in International Capital Markets
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TN_cdi_proquest_journals_2649383498
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2649383498
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ISSN
0898-2937
DOI
10.3386/w28777
