Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : comment
Year of publication: |
1999
|
---|---|
Authors: | Batlin, Carl A. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 1, p. 115-120
|
Subject: | Währungsderivat | Currency derivative | Theorie | Theory | Arbitrage | Zinsparität | Interest rate parity | Transaktionskosten | Transaction costs | Zins | Interest rate | Devisenmarkt | Foreign exchange market |
-
Ghosh, Dilip K., (1999)
-
The forward premium anomaly and the currency carry trade hypothesis
Elias, Nikolaos, (2024)
-
The forward market in foreign exchange : a study in market-making, arbitrage and speculation
Brown, Brendan, (1983)
- More ...
-
Hedging mortgage‐backed securities with treasury bond futures
Batlin, Carl A., (1987)
-
Batlin, Carl A., (1999)
-
Batlin, Carl Alan, (1983)
- More ...