Are returns from covered interest parity persistent?

Jonathan A. Batten, Peter G. Szilagyi

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

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
Pages1-17
Number of pages17
ISBN (Print)0473113015
Publication statusPublished - 2006
EventAsian Financial Association Conference (17th : 2006) - Auckland
Duration: 10 Jul 200612 Jul 2006

Conference

ConferenceAsian Financial Association Conference (17th : 2006)
CityAuckland
Period10/07/0612/07/06

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). Auckland: Massey University, Dept. of Finance, Banking & Property and Dept. of Commerce.