SSRNOther
Covered Interest Parity Drivers
The paper identifies foreign investors' supply forces and domestic agents' demand forces as the main drivers of deviations in covered interest parity, based on micro-level transaction data.
Featured in No. 99 on 30 May 2025 · 8 days after release
- Released
- 22 May 2025
- First featured
- No. 99 · 30 May 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5271538
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).