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CAPITAL CONTROLS AND COVERED INTEREST PARITY BETWEEN THE YEN AND THE DOLLAR
7 references·1 citing·25 second hop
CAPITAL CONTROLS AND COVERED INTEREST PARITY BETWEEN THE YEN AND THE DOLLAR (1983)CAPITAL CONTROLS AND COVERED INTEREST PAR…Covered interest arbitrage in the 1970's (1981)Covered interest arbitrage in…Capital Controls, Political Risk, and Deviations from Interest-Rate Parity (1980)Capital Controls, Political R…One-Way Arbitrage and Its Implications for the Foreign Exchange Markets (1979)One-Way Arbitrage and Its Imp…Covered Interest Arbitrage: Unexploited Profits? Comment (1979)Covered Interest Arbitrage: U…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…Covered Interest Arbitrage: Unexploited Profits? (1975)Covered Interest Arbitrage: U…The Interest Rate Parity Theorem: A Reinterpretation (1973)The Interest Rate Parity Theo…Recent developments in Japan's bond and money markets (1988)Recent developments in Japan'…The Cost of Transacting (1968)The law of one price in the eurocurrency market (1982)Capital Controls and Covered Interest Parity (1983)Pricing currency options with support vector regression and stochastic volatility model with jumps (2010)THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS (1978)Comparing alternative tests of causality in temporal systems (1983)A Tract on Monetary Reform (1924)International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)Beating the Foreign Exchange Market (1986)Arbitrage in the foreign exchange market: Turning on the microscope (2008)Time series analysis and simultaneous equation econometric models (1974)Asset Markets, Exchange Rates and the Balance of Payments (1984)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)Information and Competitive Price Systems (1976)Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)Transactions Costs and Covered Interest Arbitrage: Theory and Evidence (1988)Arbitrage in the Foreign Exchange Market: Turning on the Microscope (2006)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)Taxation of Investment and Savings in a World Economy (1986)A Survey of Literature on Controls over International Capital Transactions (1996)Price Movements and Price Discovery in Futures and Cash Markets (1983)Capital mobility in the world economy: Theory and measurement (1986)Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility (2003)Lessons from the evolution of foreign exchange trading strategies (2013)Covered interest parity deviations: Macrofinancial determinants (2021)
this work references cited by second hop

References

  • 1975Covered Interest Arbitrage: Unexploited Profits?429 cited
  • 1980Capital Controls, Political Risk, and Deviations from Interest-Rate Parity329 cited
  • 1973The Interest Rate Parity Theorem: A Reinterpretation327 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited
  • 1979Covered Interest Arbitrage: Unexploited Profits? Comment99 cited
  • 1979One-Way Arbitrage and Its Implications for the Foreign Exchange Markets97 cited
  • 1981Covered interest arbitrage in the 1970's43 cited

Cited by

  • 1988Recent developments in Japan's bond and money markets23 cited

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