| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w28777 |
| 来源ID | Working Paper 28777 |
| CIP Deviations, the Dollar, and Frictions in International Capital Markets | |
| Wenxin Du; Jesse Schreger | |
| 发表日期 | 2021-05-10 |
| 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 | Macroeconomics ; International Economics ; Financial Economics |
| URL | https://www.nber.org/papers/w28777 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/586451 |
| 推荐引用方式 GB/T 7714 | Wenxin Du,Jesse Schreger. CIP Deviations, the Dollar, and Frictions in International Capital Markets. 2021. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w28777.pdf（1293KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Wenxin Du]的文章 |
| [Jesse Schreger]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Wenxin Du]的文章 |
| [Jesse Schreger]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Wenxin Du]的文章 |
| [Jesse Schreger]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
