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Covered Interest Parity

A High-Frequency, High-Quality Data Study

Bibliographic Data

ID9724754
AuthorsMark P Taylor (0000-0002-4158-0983, corresponding author)
Year1987
Volume54
Issue216
Pages429
Publication date1987-11-01
Peer ReviewedYes
Open AccessNo
TypeARTICLE
VenueEconomica (JOURNAL)
Journal identifiersISSN: 0013-0427 • E-ISSN: 1468-0335
PublisherJSTOR (PUBLISHER)
DOI10.2307/2554178
OpenAlexW2030441490
LanguageEN
Citations received8
References cited9

Profitable deviations from covered interest parity (CIP) represent riskless arbitrage opportunities and so indicate market ineffic iency. Previous empirical work on CIP uses noncontemporaneously sampl ed data and reports mixed results. This paper uses high-frequency (te n-minute), high-quality data, gathered personally by the author in th e London foreign-exchange market, to test the CIP condition. The resu lts overwhelmingly support the market-efficiency hypothesis. Copyright 1987 by The Review of Economic Studies Limited

Arbitrage · Econometrics · Economics · Exchange rate · Financial economics · Foreign exchange · Foreign exchange market · Interest rate parity · Monetary economics · Parity (physics) · Quality (philosophy) · Banking stability, regulation, efficiency · Credit Risk and Financial Regulations · Financial Markets and Investment Strategies

  • The Foreign Exchange Market

    Charles Goodhart•Economica•1988

  • Covered Interest Arbitrage and Market Turbulence

    Mark P Taylor•The Economic Journal•1989

  • Correcting US payments imbalances

    Open Access•C Paul Hallwood•World Economy•2021

  • The Term Structure of Forward Exchange Premiums and the Forecastability of Spot Exchange Rates

    Richard H Clarida, Mark P Taylor•The Review of Economics and…•1997

  • Does the Forward Premium/Discount Help to Predict the Future Change in the Exchange Rate

    Open Access•Charles Goodhart, Charles A E Goodhart et al.•Scottish Journal of Political…•1992

  • Why Don't Individuals Speculate in the Forward Foreign Exchange Market

    Open Access•Charles Goodhart, Charles A E Goodhart et al.•Scottish Journal of Political…•1992

  • Does the covered interest rate parity fit for China

    Open Access•Chi-Wei Su, Kai-Hua Wang et al.•Economic Research-Ekonomska…•2019

  • Covered Interest Arbitrage

    Open Access•TED JUHL, William Miles et al.•Economica•2006

  • Empirical exchange rate models of the seventies

    Open Access•Richard Meese, Richard A Meese et al.•Journal of International Economics•1983

  • The Interest Rate Parity Theorem

    Robert Z Aliber•Journal of Political Economy•1973

  • A Note on Interest Parity and the Supply of Arbitrage Funds

    Martin F J Prachowny•Journal of Political Economy•1970

  • Elasticities and the Interest Parity Theory

    Jacob A Frenkel•Journal of Political Economy•1973

  • Covered Interest Arbitrage

    Jacob A Frenkel, Richard M Levich•Journal of Political Economy•1975

  • A Theory of Exchange Rate Determination

    Alan C Stockman•Journal of Political Economy•1980

  • Covered Interest Arbitrage

    Frank McCormick•Journal of Political Economy•1979

  • The Minimum Covered Interest Differential Needed for International Arbitrage Activity

    William H Branson•Journal of Political Economy•1969

  • The Rational Expectations Revolution in Macroeconomics

    Frank Hahn, David K H Begg et al.•The Economic Journal•1983

Unique citing works8
Citations per year0,21
Citation span1988 - 2021 (34)
Citation velocityhistorical
Highly citedNo
Citation typesNeutral: 6
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