Covered interest arbitrage in the 1970's
- 31 December 1981
- journal article
- Published by Elsevier in Economics Letters
- Vol. 8 (3) , 267-274
- https://doi.org/10.1016/0165-1765(81)90077-x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent PeriodsJournal of Political Economy, 1977
- Covered Interest Arbitrage: Unexploited Profits?Journal of Political Economy, 1975
- The Interest Rate Parity Theorem: A ReinterpretationJournal of Political Economy, 1973
- The Cost of TransactingThe Quarterly Journal of Economics, 1968