The profitability of interest arbitrage when the base currency is pegged to a basket
| Year of publication: |
2011
|
|---|---|
| Authors: | Moosa, Imad |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 37.2011, 3, p. 267-281
|
| Publisher: |
Springer |
| Subject: | Currency baskets | Interest arbitrage | Monte Carlo simulations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009326704