CIP deviations in BRICS countries around the 2008 global financial crisis

CIP deviations in BRICS countries around the 2008 global financial crisis

The covered interest rate parity (CIP) has failed to hold among emerging markets long before the 2008 global financial crisis. The reasons for those CIP deviations range from transaction costs and risk premia demanded by market participants to provide liquidity in an illiquid market and carry out tr...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Gadish, Adi
Muut tekijät: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä
Aineistotyyppi: Pro gradu
Kieli:eng
Julkaistu: 2021
Aiheet:
covered interest rate parity
CIP deviations
arbitrage
economic policy uncertainty
Taloustiede
Economics
2041
rahoitusmarkkinat
BRICS-maat
financial markets
BRICS countries
Linkit: https://jyx.jyu.fi/handle/123456789/74662

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