G2TT
来源类型Discussion paper
规范类型论文
来源IDDP16124
DP16124 CIP Deviations, the Dollar, and Frictions in International Capital Markets
Wenxin Du; Jesse Schreger
发表日期2021-05-07
出版年2021
语种英语
摘要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 deviations for global financial markets.
主题Financial Economics ; International Macroeconomics and Finance ; Monetary Economics and Fluctuations
URLhttps://cepr.org/publications/dp16124
来源智库Centre for Economic Policy Research (United Kingdom)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/545098
推荐引用方式
GB/T 7714
Wenxin Du,Jesse Schreger. DP16124 CIP Deviations, the Dollar, and Frictions in International Capital Markets. 2021.
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