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Alexander Tepper

Researcher · Columbia University

Finance researcher listed at Columbia University, co-author with Wenxin Du and Adrien Verdelhan of Deviations from Covered Interest Rate Parity (Journal of Finance, 2018). Has also been affiliated with MIT Sloan.

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Published Classic The Journal of Finance Online 24 May 2018 Published Jun 2018
Deviations from Covered Interest Rate Parity

Wenxin Du · Alexander Tepper · Adrien Verdelhan

Covered interest rate parity, the no-arbitrage cornerstone of currency forward pricing, is shown to be systematically and persistently violated among G10 currencies after the 2008 crisis, in ways that …

Exchange Rates International Finance Financial Regulation Money Markets Liquidity Financial Frictions Capital Markets Free Read ↗