Covered Interest Parity in East European Emerging Markets: A study on Poland, Hungary and the Czech Republik
Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
The covered interest parity (CIP) theorem states that the covered interest differential between two identical assets denominated in different currencies should be zero. Profitable deviations from the parity represent risk less arbitrage opportunities and so indicate market inefficiency.
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IdentifiersURN: urn:nbn:se:su:diva-3307OAI: oai:DiVA.org:su-3307DiVA: diva2:192577