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One-way arbitrage and its implications for the foreign exchange markets
Deardorff, Alan V., (1978)
Martingale-like behavior of prices and interest rates
Sims, Christopher A., (1984)
Kurzfristige internationale Zinsarbitrage und Zahlungsbilanz
Hager, August J., (1970)
Covered interest arbitrage in the 1970's
Frenkel, Jacob A., (1981)
Transaction costs and interest arbitrage: tranquil versus turbulent periods
Frenkel, Jacob A., (1976)
Transaction costs and interest arbitrage : tranquil versus turbulent periods