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ArticleInterest rate parity tests

Pierre-Alexis Cosandier1981

Article1981

Interest rate parity tests

Pierre-Alexis Cosandier · Bruno R. Lang

25 citations·0/0 files stored·Journal of Banking & Finance

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1924A Tract on Monetary Reform 1973The Interest Rate Parity Theorem: A Reinterpretation 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods 1969The Minimum Covered Interest Differential Needed for International Arbitrage Activity 1979Covered Interest Arbitrage: Unexploited Profits? Comment 1979One-Way Arbitrage and Its Implications for the Foreign Exchange Markets 1977Taxation and "Abnormal" International Capital Flows 1976Interest arbitrage in the Euro-currency markets

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2006Covered Interest Arbitrage: Then versus Now 1996Time-varying risk premia in the foreign currency futures basis 1989Exchange rate theories

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1982The law of one price in the eurocurrency marketarticle · 7 shared references 1991A Model of Covered Interest Arbitrage under Market Segmentationarticle · 6 shared references 2012Crisis, Capital Controls, and Covered Interest Parity: Evidence from China in Transformationchapter · 5 shared references 2006Hedging and choice of currency denomination in international syndicated loan marketsarticle · 5 shared references 1988Arbitrage boundaries, treasury bills, and covered interest parityarticle · 5 shared references 1992Intra-Day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Marketsarticle · 4 shared references

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Year1981

Typearticle

Published1981-06-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations25

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0378-4266(81)90043-1

openalex_workW1580171735

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