Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates
Year of publication: |
1998
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Authors: | Ghosh, Dilip K. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 1, p. 115-127
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Subject: | Zinsparität | Interest rate parity | Arbitrage | Transaktionskosten | Transaction costs | Währungsderivat | Currency derivative | Theorie | Theory |
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