Covered Interest Parity: The Empirical Evidence

Imad A. Moosa and Razzaque H. Bhatti
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Imad A. Moosa: La Trobe University
Razzaque H. Bhatti: University of Azad Jammu and Kashmir

Chapter 11 in International Parity Conditions, 1997, pp 239-251 from Palgrave Macmillan

Abstract: Abstract The objective of this chapter is to present an outline of the various procedures employed to test the covered interest parity hypothesis. This is followed by an overview of the empirical evidence related to some of the factors believed to contribute to deviations from the CIP condition.

Keywords: Error Correction Model; Political Risk; Capital Control; Treasury Bill; Market Efficiency Hypothesis (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-1-349-25523-8_11

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DOI: 10.1007/978-1-349-25523-8_11

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