COVERED INTEREST ARBITRAGE - UNEXPLOITED PROFITS

被引：166

|

作者：

FRENKEL, JA

LEVICH, RM

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

[2] TEL AVIV UNIV,TEL AVIV,ISRAEL

[3] NYU,NEW YORK,NY

来源：

JOURNAL OF POLITICAL ECONOMY | 1975年 / 83卷 / 02期

关键词：

D O I：

10.1086/260325

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：325 / 338

页数：14

相关论文

共 50 条

[11] TRANSACTIONS COSTS AND COVERED INTEREST ARBITRAGE - THEORY AND EVIDENCE
CLINTON, K
[J]. JOURNAL OF POLITICAL ECONOMY, 1988, 96 (02) : 358 - 370
[12] MINIMUM COVERED INTEREST DIFFERENTIAL NEEDED FOR INTERNATIONAL ARBITRAGE ACTIVITY
BRANSON, WH
[J]. JOURNAL OF POLITICAL ECONOMY, 1969, 77 (06) : 1028 - 1035
[13] A MODEL OF COVERED INTEREST ARBITRAGE UNDER MARKET-SEGMENTATION
BLENMAN, LP
[J]. JOURNAL OF MONEY CREDIT AND BANKING, 1991, 23 (04) : 706 - 717
[14] The microstructure of covered interest arbitrage in a market with a dominant market maker
Liu, Hao-Chen
Witte, Mark David
[J]. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2013, 24 : 25 - 41
[15] COVERED ARBITRAGE
SPRAOS, J
[J]. ECONOMIST, 1958, 186 (09): : 750 - 750
[16] COVERED ARBITRAGE
SPRAOS, J
[J]. ECONOMIST, 1958, 186 (06): : 479 - 479
[17] COVERED ARBITRAGE
CONOLLY, M
[J]. ECONOMIST, 1958, 186 (08): : 658 - 658
[18] DOES COVERED INTEREST ARBITRAGE DOMINATE IN FOREIGN-EXCHANGE MARKETS
HILLEY, JL
BEIDLEMAN, CR
GREENLEAF, JA
[J]. COLUMBIA JOURNAL OF WORLD BUSINESS, 1979, 14 (04): : 99 - 107
[19] Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen
Batten, J. A.
Szillagyi, P. G.
[J]. APPLIED ECONOMICS LETTERS, 2010, 17 (03) : 283 - 287
[20] Covered interest rate arbitrage in the interwar period and the Keynes-Einzig conjecture
Peel, DA
Taylor, MP
[J]. JOURNAL OF MONEY CREDIT AND BANKING, 2002, 34 (01) : 51 - 75

← 1 2 3 4 5 →