| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP16124 |
| 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 |
| URL | https://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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