Covered arbitrage margin and transaction costs
- 1 June 1981
- journal article
- Published by Springer Nature in Review of World Economics
- Vol. 117 (2) , 262-275
- https://doi.org/10.1007/bf02696752
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Covered Interest Arbitrage: Unexploited Profits? CommentJournal of Political Economy, 1979
- Covered Interest Arbitrage and Unexploited Profits? ReplyJournal of Political Economy, 1979
- Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent PeriodsJournal of Political Economy, 1977
- A note on uncertainty, transactions costs and interest parityJournal of Monetary Economics, 1977
- The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational ExpectationsThe Review of Economics and Statistics, 1977
- Covered Interest Arbitrage: Unexploited Profits?Journal of Political Economy, 1975
- The Covered-Arbitrage Schedule: A Critical Survey of Recent DevelopmentsJournal of Money, Credit and Banking, 1970
- The Minimum Covered Interest Differential Needed for International Arbitrage ActivityJournal of Political Economy, 1969
- The Cost of TransactingThe Quarterly Journal of Economics, 1968
- The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange MarketStaff Papers, 1959