Interest parity, fractional differencing, and the strength of attraction - evidence from currency swaps

Author: Jeng J.-L.  

Publisher: Elsevier

ISSN: 1044-0283

Source: Global Finance Journal, Vol.10, Iss.1, 1999-03, pp. : 25-34

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract