Blar i SAM - Master Theses på forfatter "Raja, Mohammad Hamza"
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Covered Interest Rate Parity
Raja, Mohammad Hamza; Jaweed, Khawar (Master thesis, 2014)The idea of covered interest rate parity (CIP) states that simultaneous purchase and sale of two currencies should not result in profit. This parity condition is examined using error correction model (ECM), descriptive ...