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The Minimum Covered Interest Differential Needed for International Arbitrage Activity
3 references·16 citing·42 second hop
The Minimum Covered Interest Differential Needed for International Arbitrage Activity (1969)The Minimum Covered Interest Differential…Flexible exchange rates (1969)Flexible exchange ratesThe Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market (1959)The Theory of Forward Exchang…The Theory Of Forward Exchange (1938)The Theory Of Forward ExchangeCovered Interest Parity Arbitrage (2022)Covered Interest Parity Arbit…Crisis, Capital Controls, and Covered Interest Parity: Evidence from China in Transformation (2012)Crisis, Capital Controls, and…Hedging and choice of currency denomination in international syndicated loan markets (2006)Hedging and choice of currenc…Covered Interest Arbitrage: Then versus Now (2006)Covered Interest Arbitrage: T…Time-varying risk premia in the foreign currency futures basis (1996)Time-varying risk premia in t…Long-term covered interest parity: evidence from currency swaps (1993)Long-term covered interest pa…A Model of Covered Interest Arbitrage under Market Segmentation (1991)A Model of Covered Interest A…INTEREST RATE PARITY: SOME NEW EVIDENCE*0 (1989)INTEREST RATE PARITY: SOME NE…The law of one price in the eurocurrency market (1982)The law of one price in the e…More about the law of one price (1982)More about the law of one pri…One Way Arbitrage, Foreign Exchange and Securities Markets: A Note (1981)One Way Arbitrage, Foreign Ex…The integration of National financial markets: A review of theory and findings (1978)The integration of National f…International Investment and Interest Rate Linkages under Flexible Exchange Rates (1977)International Investment and …International Short-Term Capital Movements: A Survey of Theory and Empirical Analysis (Les mouvements internationaux de capitaux a court terme: etude de theorie et d'analyse empirique) (Movimientos internacionales de capital a corto plazo: panorama de la teoria y el analisis empirico) (1973)International Short-Term Capi…Financial Integration and Interest Rate Linkages in Industrial Countries, 1958-71 (Integration financiere et relations entre les taux d'interet des pays industriels, 1958-71) (Integracion financiera y relaciones entre los tipos de interes en los paises industriales, 1958-71) (1973)Financial Integration and Int…Elasticities and the Interest Parity Theory (1973)Elasticities and the Interest…An equilibrium model of the international capital market (1974)On the Effects of Barriers to International Investment (1981)International Asset Pricing under Mild Segmentation: Theory and Test (1985)Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen (2008)How does fiscal policy react to wealth composition and asset prices? (2012)Trade, growth, and the balance of payments : essays in honor of Gottfried Haberler (1965)Covered Interest Arbitrage: Unexploited Profits? (1975)Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)An information approach to international currencies (2009)Do Firms Believe in Interest Rate Parity? (2010)The Interest Rate Parity Theorem: A Reinterpretation (1973)Capital Controls, Political Risk, and Deviations from Interest-Rate Parity (1980)International Capital Mobility in the 1990s (1993)The fundamental determinants of financial integration in the European Union (1996)Foreign currency-denominated borrowing in the absence of operating incentives☆ (2007)Term Structure of Interest Rates (2008)The Covered-Arbitrage Schedule: A Critical Survey of Recent Developments (1970)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Sample Splitting and Threshold Estimation (2000)The Economics of Exchange Rates (2003)Violations of uncovered interest rate parity and international exchange rate dependences (2017)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)An Investigation of Risk and Return in Forward Foreign Exchange (1983)Exchange rate variability and asset trade (1989)Money, Bonds, and Foreign Exchange (2016)Market Liquidity and Funding Liquidity (2008)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)“Options, Futures, and Other Derivatives” (2016)Covered interest parity deviations: Macrofinancial determinants (2021)Volatility, intermediaries, and exchange rates (2021)Are Intermediary Constraints Priced? (2022)The Random Behavior of Flexible Exchange Rates: Implications for Forecasting (1975)The diversifiability of exchange risk (1979)The international monetary fund and the developing countries: A critical evaluation (1989)Exchange Rate Changes, Profitability, and Direct Foreign Investment (1977)Currency risk in emerging equity markets (2004)Exchange Rate and Macroeconomic Aggregates in Nigeria (2012)Golden Fetters (1996)Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture (2002)Globalization and Capital Markets (2002)
this work references cited by second hop

References

  • 1969Flexible exchange rates129 cited
  • 1938The Theory Of Forward Exchange124 cited
  • 1959The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market114 cited

Cited by

  • 1993Long-term covered interest parity: evidence from currency swaps100 cited
  • 2022Covered Interest Parity Arbitrage86 cited
  • 1977International Investment and Interest Rate Linkages under Flexible Exchange Rates66 cited
  • 2006Covered Interest Arbitrage: Then versus Now44 cited
  • 1991A Model of Covered Interest Arbitrage under Market Segmentation40 cited
  • 1981One Way Arbitrage, Foreign Exchange and Securities Markets: A Note39 cited
  • 1973Elasticities and the Interest Parity Theory35 cited
  • 1982More about the law of one price34 cited
  • 1989INTEREST RATE PARITY: SOME NEW EVIDENCE*032 cited
  • 1982The law of one price in the eurocurrency market32 cited
  • 2012Crisis, Capital Controls, and Covered Interest Parity: Evidence from China in Transformation29 cited
  • 1973Financial Integration and Interest Rate Linkages in Industrial Countries, 1958-71 (Integration financiere et relations entre les taux d'interet des pays industriels, 1958-71) (Integracion financiera y relaciones entre los tipos de interes en los paises industriales, 1958-71)

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29 cited
  • 1973International Short-Term Capital Movements: A Survey of Theory and Empirical Analysis (Les mouvements internationaux de capitaux a court terme: etude de theorie et d'analyse empirique) (Movimientos internacionales de capital a corto plazo: panorama de la teoria y el analisis empirico)28 cited
  • 2006Hedging and choice of currency denomination in international syndicated loan markets27 cited
  • 1978The integration of National financial markets: A review of theory and findings27 cited
  • 1996Time-varying risk premia in the foreign currency futures basis26 cited