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Arbitrage, Covered Interest Parity and Cointegration Analysis on the NTD/USD Forex Market Revisited

Arbitrage, Covered Interest Parity and Cointegration Analysis on the NTD/USD Forex Market Revisited

International Journal of Economics and Financial Issues

2017-Cilt: 7 Sayı: 1

420-428

Covered Interest Parity, Market Integration, Granger Causality Tests, Cost-of-Carry model

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