这些论文是我们在上International Finance时老师提到要看的,都来自于JSTOR,统一PDF格式
Balke, N.S, Wohar., M.E. 1998 Nonlinear dynamics and covered interest rate parity Empirical Economics 23, 535-559
Cosandier, P.A. & Laing, B.R. 1981. Interest rate parity tests: Switzerland and some major western countries. Journal of Banking and finance 5 187-200
Taylor, M.P.., 1987 Covered interest parity : A high-frequency, high quality data survey. Economica 54, 429-438
Frenkel, J.A. Levich, R.M., 1975 Covered interest arbitrage: Unexploited profits? Journal of Political Eonomy 83, 325-338
Taylor,.M. P., 1989 COvered interest parity and market turbulene. Economic Journal, 99 376-391
由于我们学校连接JSTOR,所以下载这些文章都是免费的,希望大家对于学习抵补利率评价有个帮助
[此贴子已经被作者于2007-2-24 18:59:39编辑过]