For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic relationship applying to daily or weekly ...

Advjiev, Stefan, Wenxin Du, Catherine Koch, and Hyun Song Shin. "The Dollar, Bank Leverage and Deviations from Covered Interest Parity." American Economic Review: Insights 1, no. 2 (September 2019): ...

We provide a systematic empirical treatment of short-term Covered Interest Parity (CIP) deviations for a large set of emerging market (EM) currencies. EM CIP deviations have much larger volatilities ...

This index measures the basis point deviation from covered interest rate parity in the EUR/USD foreign exchange market. The Euro Short-Term Rate (€STR) and Secured Overnight Financing Rate ...