Are returns from covered interest parity persistent?

Jonathan A. Batten, Peter G. Szilagyi

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionpeer-review

Original languageEnglish
Title of host publicationThe 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand
Subtitle of host publicationAsianFA/FMA 2006 Meeting : bridging finance theory and practice, 10-12 July 2006 : book of abstracts
Place of PublicationAuckland
PublisherMassey University, Dept. of Finance, Banking & Property and Dept. of Commerce
Number of pages17
ISBN (Print)0473113015
Publication statusPublished - 2006
EventAsian Financial Association Conference (17th : 2006) - Auckland
Duration: 10 Jul 200612 Jul 2006


ConferenceAsian Financial Association Conference (17th : 2006)

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