"Swap" covered interest parity in long-date capital markets

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Bibliographic Details
Published in:The review of economics and statistics 1996-08, Vol.LXXVIII (3), p.530-538
Main Authors: Fletcher, Donna J, Taylor, Larry W
Format: Article
Language:English
Subjects:
Capital market
Interest
Online Access:Get full text
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ISSN:0034-6535