Work

A non-parametric analysis of covered interest parity in long-date capital markets

Year: 1994

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/0261-5606(94)90050-7

Authors: Donna J. Fletcher, Larry W. Taylor

Institutions: Bentley University, Lehigh University

Language: English

Topic: Global Financial Crisis and Policies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2004444711

FWCI: 2.807

Cites: 21

Cited by: 25

Related to: 10