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

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.811023&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleLimits to arbitrage and deviations from covered interest rate parity / by James Pinnington and Maral Shamloo.
Series title
  • Staff discussion paper ; 2016-4
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
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.
Descriptioniii, 25 p. : figs., tables, graphs.
Catalogue number
  • FB3-6/2016-4E-PDF
Subject terms
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