Keywords: Fixed income
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2022) 30 (2): 74–88.
Published: 10 March 2022
... context. Fixed income Covered interest rate parity Alternative risk premia Static arbitrage The covered interest [rate] parity (CIP) condition is a no-arbitrage condition, which determines nominal FX forward pricing under the premise that the destination of the future path of any given...

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