Sajjad Neamati

University of British Columbia (UBC) - Division of Finance

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Vancouver, BC V6T 1Z2

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  • University of British Columbia (UBC) - Division of Finance

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The Carry Trade and Uncovered Interest Parity When Markets Are Incomplete

Number of pages: 60 Posted: 23 May 2015 Last Revised: 29 May 2015
Jack Y Favilukis, Lorenzo Garlappi and Sajjad Neamati
University of British Columbia (UBC) - Division of Finance, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Division of Finance
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Abstract:

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uncovered interest parity, carry trade, incomplete markets, non-traded goods, Backus-Smith puzzle, Balassa-Samuelson effect, sovereign default