Covered Interest Parity Deviations: Macrofinancial Determinants
This chapter is a preliminary draft unless otherwise noted. It may not have been subjected to the formal review process of the NBER. This page will be updated as the chapter is revised.
Chapter in forthcoming NBER book NBER International Seminar on Macroeconomics 2020, Jeffrey A. Frankel and Hélène Rey, organizers
Covered Interest Parity Deviations: Macrofinancial Determinants, Eugenio M. Cerutti, Maurice Obstfeld, Haonan Zhou