Open AccessExchange Rate Volatility and its Impact on the Transaction Costs of Covered Interest Rate Parity
Author(s) -
Ramaprasad Bhar,
Toan M. Pham,
Suk-Joong Kim
Publication year - 2003
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.449600
Subject(s) - interest rate parity , monetary economics , volatility (finance) , covered interest arbitrage , interest rate , business , economics , transaction cost , financial economics , finance
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