Conditions of pure arbitrage applications : evidence from three currencies

Leo Bin, Jianguo Chen, Peng Zhao

Year of publication:	25 January 2016
Authors:	Bin, Leo ; Chen, Jianguo ; Zhao, Peng
Subject:	foreign exchange \| interest rate \| currency risk \| pure arbitrage \| prediction power \| probit model \| Arbitrage \| Wechselkurs \| Exchange rate \| Zins \| Interest rate \| Währungsrisiko \| Exchange rate risk \| Probit-Modell \| Probit model \| Prognoseverfahren \| Forecasting model \| Währungsderivat \| Currency derivative \| Schätzung \| Estimation \| Zinsparität \| Interest rate parity

freely available

Full text |

More access options

Which error do you want to report?

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Required language not in the list? Please use comment field

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011814217