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J. Scott Davis
Federal Reserve Banks - Federal Reserve Bank of Dallas
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Exchange Rate Determination under Limits
to CIP Arbitrage
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(311,111)
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Exchange Rate Determination under Limits
to CIP Arbitrage
Swiss Finance Institute Research Paper No. 23-117
Number of pages: 43
Posted: 30 Nov 2023
Philippe Bacchetta
, J. Scott Davis and
Eric van Wincoop
University of Lausanne, Federal Reserve Banks - Federal Reserve Bank of Dallas and University of Virginia - Department of Economics
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