COVERED INTEREST PARITY - A HIGH-FREQUENCY, HIGH-QUALITY DATA STUDY

被引：83

作者：

TAYLOR, MP ^{[1
]}

机构：

[1] UNIV NEWCASTLE UPON TYNE,NEWCASTLE TYNE NE1 7RU,TYNE & WEAR,ENGLAND

来源：

关键词：

D O I：

10.2307/2554178

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：429 / 438

页数：10

共 27 条

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FAMA EF, 1970, J FINANC, V25, P385

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Frankel J. A., 1983, EC INTERDEPENDENCE F

FRENKEL, JA ;

LEVICH, RM .

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FRENKEL, JA ;

LEVICH, RM .

[10] ELASTICITIES AND INTEREST PARITY THEORY [J].

FRENKEL, JA .