SEOUL NATIONAL UNIVERSITY · CENTER FOR LAW & ECONOMICS
Center for Law & Economics, Seoul National UniversityCENTER FOR LAW & ECONOMICS
ECONOMICS · RESEARCH RECORD
GlobalMonetary & finance

Fixed/Floating Interest Rate Parity

AT A GLANCE

About this material

We present a new no-arbitrage relation which we denote as fixed/floating interest rate parity. This relation can be viewed as a domestic version of

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