TRANSACTIONS COSTS AND COVERED INTEREST ARBITRAGE - THEORY AND EVIDENCE

被引：50

|

作者：

CLINTON, K

机构：

来源：

JOURNAL OF POLITICAL ECONOMY | 1988年 / 96卷 / 02期

关键词：

D O I：

10.1086/261540

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：358 / 370

页数：13

相关论文

共 50 条

[1] Covered Interest Parity Arbitrage
Rime, Dagfinn
Schrimpf, Andreas
Syrstad, Olav
[J]. REVIEW OF FINANCIAL STUDIES, 2022, 35 (11): : 5185 - 5227
[2] Covered interest arbitrage: Then versus now
Juhl, T
Miles, W
Weidenmier, MD
[J]. ECONOMICA, 2006, 73 (290) : 341 - 352
[3] COVERED INTEREST ARBITRAGE AND MARKET TURBULENCE
TAYLOR, MP
[J]. ECONOMIC JOURNAL, 1989, 99 (396): : 376 - 391
[4] COVERED INTEREST ARBITRAGE - UNEXPLOITED PROFITS
FRENKEL, JA
LEVICH, RM
[J]. JOURNAL OF POLITICAL ECONOMY, 1975, 83 (02) : 325 - 338
[5] COVERED ARBITRAGE MARGIN AND TRANSACTION COSTS
CALLIER, P
[J]. WELTWIRTSCHAFTLICHES ARCHIV-REVIEW OF WORLD ECONOMICS, 1981, 117 (02): : 262 - 275
[6] 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
[7] COVERED INTEREST ARBITRAGE AND UNEXPLOITED PROFITS - REPLY
FRENKEL, JA
LEVICH, RM
[J]. JOURNAL OF POLITICAL ECONOMY, 1979, 87 (02) : 418 - 422
[8] COVERED INTEREST ARBITRAGE - UNEXPLOITED PROFITS - COMMENT
MCCORMICK, F
[J]. JOURNAL OF POLITICAL ECONOMY, 1979, 87 (02) : 411 - 417
[9] COVERED INTEREST ARBITRAGE IN THE 1970S
FRENKEL, JA
LEVICH, RM
[J]. ECONOMICS LETTERS, 1981, 8 (03) : 267 - 274
[10] Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market
Suh, Sangwon
Kim, Young Ju
[J]. PACIFIC-BASIN FINANCE JOURNAL, 2016, 38 : 161 - 176

← 1 2 3 4 5 →