Matches in SemOpenAlex for { <https://semopenalex.org/work/W2002072989> ?p ?o ?g. }
Showing items 1 to 85 of
85
with 100 items per page.
- W2002072989 endingPage "93" @default.
- W2002072989 startingPage "89" @default.
- W2002072989 abstract "The question of whether empirically observed deviations from covered interest parity (CIP) between Eurocurrencies can be explained by an inappropriate method of data collection is investigated. Indeed, a proper test should be based on contemporaneous, actual trading data collected from independent sources. In the vein of Taylor's work, tests of CIP among short-term Euro-deposits denominated in lire, Deutschemarks and US dollars have been run, using high-quality data collected on the Italian foreign exchange market. Within the sample period, no significant profit arbitrage opportunities were detected, even in the most ‘turbulent’ days on the exchange market. These results strongly support the efficiency hypothesis for the Euromarkets, and provide further empirical evidence to the conclusion that observed deviations from CIP in Euromarket are likely to depend on measurement errors. A counterfactual example suggests that such errors may be rather relevant." @default.
- W2002072989 created "2016-06-24" @default.
- W2002072989 creator A5001069168 @default.
- W2002072989 creator A5050834240 @default.
- W2002072989 creator A5052125862 @default.
- W2002072989 date "1993-03-01" @default.
- W2002072989 modified "2023-09-26" @default.
- W2002072989 title "Tests of covered interest parity on the Euromarket with high-quality data" @default.
- W2002072989 cites W2003239472 @default.
- W2002072989 cites W2003990609 @default.
- W2002072989 cites W2030441490 @default.
- W2002072989 cites W2086670065 @default.
- W2002072989 cites W2003805422 @default.
- W2002072989 doi "https://doi.org/10.1080/758527822" @default.
- W2002072989 hasPublicationYear "1993" @default.
- W2002072989 type Work @default.
- W2002072989 sameAs 2002072989 @default.
- W2002072989 citedByCount "8" @default.
- W2002072989 countsByYear W20020729892015 @default.
- W2002072989 countsByYear W20020729892017 @default.
- W2002072989 countsByYear W20020729892018 @default.
- W2002072989 countsByYear W20020729892020 @default.
- W2002072989 crossrefType "journal-article" @default.
- W2002072989 hasAuthorship W2002072989A5001069168 @default.
- W2002072989 hasAuthorship W2002072989A5050834240 @default.
- W2002072989 hasAuthorship W2002072989A5052125862 @default.
- W2002072989 hasConcept C106159729 @default.
- W2002072989 hasConcept C108650721 @default.
- W2002072989 hasConcept C149782125 @default.
- W2002072989 hasConcept C15744967 @default.
- W2002072989 hasConcept C160623529 @default.
- W2002072989 hasConcept C162324750 @default.
- W2002072989 hasConcept C185592680 @default.
- W2002072989 hasConcept C198531522 @default.
- W2002072989 hasConcept C2776988154 @default.
- W2002072989 hasConcept C43617362 @default.
- W2002072989 hasConcept C536366893 @default.
- W2002072989 hasConcept C556758197 @default.
- W2002072989 hasConcept C77805123 @default.
- W2002072989 hasConcept C82843974 @default.
- W2002072989 hasConceptScore W2002072989C106159729 @default.
- W2002072989 hasConceptScore W2002072989C108650721 @default.
- W2002072989 hasConceptScore W2002072989C149782125 @default.
- W2002072989 hasConceptScore W2002072989C15744967 @default.
- W2002072989 hasConceptScore W2002072989C160623529 @default.
- W2002072989 hasConceptScore W2002072989C162324750 @default.
- W2002072989 hasConceptScore W2002072989C185592680 @default.
- W2002072989 hasConceptScore W2002072989C198531522 @default.
- W2002072989 hasConceptScore W2002072989C2776988154 @default.
- W2002072989 hasConceptScore W2002072989C43617362 @default.
- W2002072989 hasConceptScore W2002072989C536366893 @default.
- W2002072989 hasConceptScore W2002072989C556758197 @default.
- W2002072989 hasConceptScore W2002072989C77805123 @default.
- W2002072989 hasConceptScore W2002072989C82843974 @default.
- W2002072989 hasIssue "1" @default.
- W2002072989 hasLocation W20020729891 @default.
- W2002072989 hasOpenAccess W2002072989 @default.
- W2002072989 hasPrimaryLocation W20020729891 @default.
- W2002072989 hasRelatedWork W1501947503 @default.
- W2002072989 hasRelatedWork W1562656733 @default.
- W2002072989 hasRelatedWork W1571937311 @default.
- W2002072989 hasRelatedWork W1580171735 @default.
- W2002072989 hasRelatedWork W1976764296 @default.
- W2002072989 hasRelatedWork W2030441490 @default.
- W2002072989 hasRelatedWork W2055882962 @default.
- W2002072989 hasRelatedWork W2078846215 @default.
- W2002072989 hasRelatedWork W2088350985 @default.
- W2002072989 hasRelatedWork W2122289644 @default.
- W2002072989 hasRelatedWork W2155437769 @default.
- W2002072989 hasRelatedWork W2395454703 @default.
- W2002072989 hasRelatedWork W2802632142 @default.
- W2002072989 hasRelatedWork W3123846896 @default.
- W2002072989 hasRelatedWork W3124949030 @default.
- W2002072989 hasRelatedWork W3153519615 @default.
- W2002072989 hasRelatedWork W380550638 @default.
- W2002072989 hasRelatedWork W74191349 @default.
- W2002072989 hasRelatedWork W1940806054 @default.
- W2002072989 hasRelatedWork W2153264296 @default.
- W2002072989 hasVolume "3" @default.
- W2002072989 isParatext "false" @default.
- W2002072989 isRetracted "false" @default.
- W2002072989 magId "2002072989" @default.
- W2002072989 workType "article" @default.