Covered interest parity in emerging markets: Measurement and drivers

2026/02/10 by Mai Chi Dao, Pierre-Olivier Gourinchas · 1 voice · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Global Financial Crisis and Policies

paper · doi:10.1016/j.jinteco.2026.104231

openalex created_date 2025/12/10 · openalex publication_date 2026/02/10 · openalex updated_date 2026/07/26

Citations

• Foreign Safe Asset Demand and the Dollar Exchange Rate
• Deviations from Covered Interest Rate Parity
• U.S. Monetary Policy and the Global Financial Cycle
• The role of currencies in external balance sheets

Cited by

• The global network of liquidity lines

Discussions

• New at JIE: "Covered interest parity in emerging markets: Measurement and drivers" by Mai Chi Dao, Pierre-Olivier Gourinchas doi.org/10.1016/j.ji... [bsky, 0 points, 0 comments]