@article{Yang:301975,
      recid = {301975},
      author = {Yang, Xiao},
      title = {How do Monetary and Macroeconomic News Shape CIP  Deviations? A High-Frequency Study},
      note = {Juré(s) : Ugo Panizza},
      abstract = {Covered interest rate parity (CIP) have collapsed since  2008 and potential drivers or explanatory factors have been  identified for CIP deviations. Using VARs with functional  shocks and high-frequency event-study methods, I study the  impact of the Fed monetary policy surprise, which is an  important shock to global dollar supply, on the CIP  deviations of various currencies. This paper also examines  the relationship between bond yield curves and CIP  deviations in non-US economies when faced with Fe},
      url = {http://repository.graduateinstitute.ch/record/301975},
}