"Swap" Covered Interest Parity in Long-Date Capital Markets

• 1 August 1996
• journal article
• Published by JSTOR in The Review of Economics and Statistics
• Vol. 78  (3) , 530
• https://doi.org/10.2307/2109800

Abstract

Keywords

• SWAP
• CAPITAL MARKETS
• LONG DATE
• COVERED INTEREST PARITY