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~subject:"Interest rate parity"
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Interest rate parity
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Some "news" on covered interest arbitrage
Taylor, Mark P.
;
Fraser, Patricia
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1990
Persistent link: https://www.econbiz.de/10000130978
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232
The forward market in foreign exchange : a study in market-making, arbitrage and speculation
Brown, Brendan
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1983
Persistent link: https://www.econbiz.de/10000091568
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233
An investigation of the efficiency of foreign exchange markets : the Martingale process, interest rate parity and the unbiased estimator hypothesis
Aggarwal, Anil K.
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1982
Persistent link: https://www.econbiz.de/10001798657
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