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A Model of Covered Interest Arbitrage under Market Segmentation
12 references·1 citing·45 second hop
A Model of Covered Interest Arbitrage under Market Segmentation (1991)A Model of Covered Interest Arbitrage und…Transactions Costs and Covered Interest Arbitrage: Theory and Evidence (1988)Transactions Costs and Covere…A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership (1986)A Model of International Asse…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…On the Effects of Barriers to International Investment (1981)On the Effects of Barriers to…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…Taxation and "Abnormal" International Capital Flows (1977)Taxation and "Abnormal" Inter…International capital market equilibrium with investment barriers (1974)International capital market …An equilibrium model of the international capital market (1974)An equilibrium model of the i…A Note on Interest Parity and the Supply of Arbitrage Funds (1970)A Note on Interest Parity and…The Minimum Covered Interest Differential Needed for International Arbitrage Activity (1969)The Minimum Covered Interest …How does fiscal policy react to wealth composition and asset prices? (2012)How does fiscal policy react …The Theory Of Forward Exchange (1938)The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market (1959)Flexible exchange rates (1969)International Investment and Interest Rate Linkages under Flexible Exchange Rates (1977)Long-term covered interest parity: evidence from currency swaps (1993)Covered Interest Parity Arbitrage (2022)The Cost of Transacting (1968)Time series analysis and simultaneous equation econometric models (1974)Asset Markets, Exchange Rates and the Balance of Payments (1984)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)International Portfolio Choice and Corporation Finance: A Synthesis (1983)Market Segmentation and Stock Prices: Evidence from an Emerging Market (1997)Market Segmentation and the Cost of Capital in International Equity Markets (2000)Chapter 16 Are financial assets priced locally or globally? (2003)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)On the Impossibility of Informationally Efficient Markets (1980)A Revised Test of the Law of One Price Using Rational Price Expectations (1990)Nonlinear dynamics and covered interest rate parity (1998)A Tract on Monetary Reform (1924)Covered Interest Arbitrage: Unexploited Profits? (1975)Information and Competitive Price Systems (1976)Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)Arbitrage in the Foreign Exchange Market: Turning on the Microscope (2006)International Diversification of Investment Portfolios (1970)Capital Market Equilibrium with Restricted Borrowing (1972)The capital asset pricing model: Some empirical tests (1972)Integration vs. Segmentation in the Canadian Stock Market (1986)An Equilibrium Model with Restricted Stock Market Participation (1998)Are Financial Assets Priced Locally or Globally? (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Note on Uncertainty and Indifference Curves (1969)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Foundations of Finance. (1977)The market reaction to international cross-listings: evidence from Depositary Receipts (1999)Emerging markets finance (2003)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)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)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)
this work references cited by second hop

References

  • 1974An equilibrium model of the international capital market1,130 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1981On the Effects of Barriers to International Investment699 cited
  • 1974International capital market equilibrium with investment barriers551 cited
  • 1986A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership349 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited
  • 1988Transactions Costs and Covered Interest Arbitrage: Theory and Evidence157 cited
  • 1969The Minimum Covered Interest Differential Needed for International Arbitrage Activity106 cited
  • 1979Covered Interest Arbitrage: Unexploited Profits? Comment99 cited
  • 1979One-Way Arbitrage and Its Implications for the Foreign Exchange Markets97 cited
  • 1977Taxation and "Abnormal" International Capital Flows69 cited
  • 1970A Note on Interest Parity and the Supply of Arbitrage Funds42 cited

Cited by

  • 2012How does fiscal policy react to wealth composition and asset prices?87 cited

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