The Minimum Covered Interest Differential Needed for International Arbitrage Activity
1969; University of Chicago Press; Volume: 77; Issue: 6 Linguagem: Inglês
10.1086/259590
ISSN1537-534X
Autores Tópico(s)Monetary Policy and Economic Impact
ResumoPrevious articleNext article No AccessThe Minimum Covered Interest Differential Needed for International Arbitrage ActivityWilliam H. BransonWilliam H. Branson Search for more articles by this author PDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 77, Number 6Nov. - Dec., 1969 Article DOIhttps://doi.org/10.1086/259590 Views: 16Total views on this site Citations: 62Citations are reported from Crossref Copyright 1969 The University of ChicagoPDF download Crossref reports the following articles citing this article:Dagfinn Rime, Andreas Schrimpf, Olav Syrstad, Tarun Ramadorai Covered Interest Parity Arbitrage, The Review of Financial Studies 35, no.1111 (May 2022): 5185–5227.https://doi.org/10.1093/rfs/hhac026Ahmet Güney, Halil Tunalı FAİZ ORANI PARİTESİ YAKLAŞIMI ÜZERİNE BİR DEĞERLENDİRME, Akademik Araştırmalar ve Çalışmalar Dergisi (AKAD) 9, no.1616 (May 2017): 35–35.https://doi.org/10.20990/kilisiibfakademik.304359Dagfinn Rime, Andreas Schrimpf, Olav Syrstad Segmented Money Markets and Covered Interest Parity Arbitrage, SSRN Electronic Journal 27 (Jan 2017).https://doi.org/10.2139/ssrn.2879904Alfred Wong, David Leung, Calvin Ng Risk-Adjusted Covered Interest Parity: Theory and Evidence, SSRN Electronic Journal 58 (Jan 2017).https://doi.org/10.2139/ssrn.2834798Csaba Csávás Covered interest parity with default risk, The European Journal of Finance 22, no.1212 (Jul 2014): 1130–1144.https://doi.org/10.1080/1351847X.2014.924076Sangwon Suh, Young Ju Kim Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market, Pacific-Basin Finance Journal 38 (Jun 2016): 161–176.https://doi.org/10.1016/j.pacfin.2016.04.003R.M. 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