Deviation from Covered Interest Rate Parity in Korea
This paper tested the factors which cause deviation from covered interest rate parity (CIRP) in Korea, using regression and VAR models. The empirical evidence indicates that the difference between the swap rate and interest rate differential exists and is greatly affected by variables which represen...
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| Autor principal: | |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Korea Institute for International Economic Policy
2003-06-01
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| Col·lecció: | East Asian Economic Review |
| Matèries: | |
| Accés en línia: | http://dx.doi.org/10.11644/KIEP.JEAI.2003.7.1.104 |
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