ICAR Research Data Repository for Knowledge Management
Replication Data for: "Covered Interest Parity Arbitrage" by Dagfinn Rime, Andreas Schrimpf and Olav Syrstad
Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)
View Archive Info| Field | Value | |
| Title |
Replication Data for: "Covered Interest Parity Arbitrage" by Dagfinn Rime, Andreas Schrimpf and Olav Syrstad
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| Identifier |
https://doi.org/10.7910/DVN/6OSJZC
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| Creator |
Rime, Dagfinn
Schrimpf, Andreas Syrstad, Olav |
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| Publisher |
Harvard Dataverse
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| Description |
Replication data and code for "Covered Interest Parity Arbitrage" by Dagfinn Rime, Andreas Schrimpf and Olav Syrstad. Forthcoming in Review of Financial Studies.
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| Subject |
Business and Management
Social Sciences |
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| Contributor |
Rime, Dagfinn
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