Are returns from covered interest parity persistent?

Jonathan A. Batten; Peter G. Szilagyi

Are returns from covered interest parity persistent?

Jonathan A. Batten, Peter G. Szilagyi

Macquarie Graduate School of Management

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review

Original language	English
Title of host publication	The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand
Subtitle of host publication	AsianFA/FMA 2006 Meeting : bridging finance theory and practice, 10-12 July 2006 : book of abstracts
Place of Publication	Auckland
Publisher	Massey University, Dept. of Finance, Banking & Property and Dept. of Commerce
Pages	1-17
Number of pages	17
ISBN (Print)	0473113015
Publication status	Published - 2006
Event	Asian Financial Association Conference (17th : 2006) - Auckland Duration: 10 Jul 2006 → 12 Jul 2006

Conference

Conference	Asian Financial Association Conference (17th : 2006)
City	Auckland
Period	10/07/06 → 12/07/06

Cite this

Batten, J. A., & Szilagyi, P. G. (2006). Are returns from covered interest parity persistent? In The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand: AsianFA/FMA 2006 Meeting : bridging finance theory and practice, 10-12 July 2006 : book of abstracts (pp. 1-17). Massey University, Dept. of Finance, Banking & Property and Dept. of Commerce.

Batten, Jonathan A. ; Szilagyi, Peter G. / Are returns from covered interest parity persistent?. The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand: AsianFA/FMA 2006 Meeting : bridging finance theory and practice, 10-12 July 2006 : book of abstracts. Auckland : Massey University, Dept. of Finance, Banking & Property and Dept. of Commerce, 2006. pp. 1-17

@inproceedings{ef88e2b4393c4a44b9a25fe167490474,

title = "Are returns from covered interest parity persistent?",

author = "Batten, {Jonathan A.} and Szilagyi, {Peter G.}",

year = "2006",

language = "English",

isbn = "0473113015",

pages = "1--17",

booktitle = "The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand",

publisher = "Massey University, Dept. of Finance, Banking & Property and Dept. of Commerce",

note = "Asian Financial Association Conference (17th : 2006) ; Conference date: 10-07-2006 Through 12-07-2006",

}

Batten, JA & Szilagyi, PG 2006, Are returns from covered interest parity persistent? in The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand: AsianFA/FMA 2006 Meeting : bridging finance theory and practice, 10-12 July 2006 : book of abstracts. Massey University, Dept. of Finance, Banking & Property and Dept. of Commerce, Auckland, pp. 1-17, Asian Financial Association Conference (17th : 2006), Auckland, 10/07/06.

Are returns from covered interest parity persistent? / Batten, Jonathan A.; Szilagyi, Peter G.
The 17th Asian Finance Association Conference, Carlton Hotel, Auckland, New Zealand: AsianFA/FMA 2006 Meeting : bridging finance theory and practice, 10-12 July 2006 : book of abstracts. Auckland: Massey University, Dept. of Finance, Banking & Property and Dept. of Commerce, 2006. p. 1-17.

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review