Modeling an Alternative Expression of Covered Interest Parity – in Inflation Targeting Economies of Emerging Asia

Suresh Ramanathan () and Kian Teng Kwek
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Suresh Ramanathan: Economics Department, Faculty of Economics and Administration, University of Malaya, Kuala Lumpur, Malaysia

Journal of Reviews on Global Economics, 2014, vol. 3, 373-376

Abstract: We establish an alternative form of expressing the covered interest parity model that incorporates the onshore and offshore foreign exchange forward market of inflation targeting economies of Emerging Asia, which provides the ability to identify if there is the occurrence of covered interest parity in foreign exchange forward markets.

Keywords: Capital Mobility Covered Interest Parity Model; Arbitragers; Speculators; Onshore and Offshore Foreign Exchange Forward Market; Arbitrage Profit and Loss; Emerging Asia (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:lif:jrgelg:v:3:y:2014:p:373-376

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