Limits to arbitrage and deviations from covered interest rate parity / by James Pinnington and Maral Shamloo.: FB3-6/2016-4E-PDF

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Publication information
Department/Agency Bank of Canada.
Title Limits to arbitrage and deviations from covered interest rate parity / by James Pinnington and Maral Shamloo.
Series title Staff discussion paper ; 2016-4
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) February 2016.
Includes bibliographical references.
Text in English, abstract in English and French.
Publishing information Ottawa : Bank of Canada, 2016.
Author / Contributor Pinnington, James.
Shamloo, Maral.
Description iii, 25 p. : figs., tables, graphs.
Catalogue number
  • FB3-6/2016-4E-PDF
Subject terms Economic analysis
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