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| Tekijä: | Maenning, G. C. Tease, W. J. |
| Otsikko: | Covered interest parity in non-Dollar Euromarkets. |
| Lehti: | Weltwirtschaftliches Archiv
1987 : VOL. 123:4, p. 606-617 |
| Asiasana: | INTEREST RATES EUROCURRENCY MARKETS EXCHANGE RATES |
| Kieli: | eng |
| Tiivistelmä: | The covered Interest Parity /CIP/ hypothesis has been the subject of extensive empirical investigation, but there are no papers which examine the relationship between returns on non-dollar denominated Eurocurrency deposits. The aim of this paper is to examine this issue. It provides a brief survay of the empirical evidence of CIP. The data, estimation technique and results are described. |
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