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The Covered-Arbitrage Schedule: A Critical Survey of Recent Developments
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The Covered-Arbitrage Schedule: A Critical Survey of Recent Developments (1970)The Covered-Arbitrage Schedule: A Critica…Funding liquidity risk and deviations from interest-rate parity during the financial crisis of 2007-2009 (2010)Funding liquidity risk and de…Covered Interest Arbitrage: Then versus Now (2006)Covered Interest Arbitrage: T…Capital mobility for developing countries may not be so high (2002)Capital mobility for developi…Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)Chapter 19 Empirical studies …Chapter 14 Asset markets, exchange rates and the balance of payments (1985)Chapter 14 Asset markets, exc…The law of one price in the eurocurrency market (1982)The law of one price in the e…On some parity conditions encountered frequently in international economics (1979)On some parity conditions enc…Empirical tests of boundary conditions for CBOE options (1978)Empirical tests of boundary c…The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational Expectations (1977)The Role of Speculation in th…International Investment and Interest Rate Linkages under Flexible Exchange Rates (1977)International Investment and …Interest arbitrage in the Euro-currency markets (1976)Interest arbitrage in the Eur…An Integrated Theory of Exchange Rate Equilibrium (1976)An Integrated Theory of Excha…Exchange-Rate Flexibility and the Efficiency of the Foreign-Exchange Markets (1975)Exchange-Rate Flexibility 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…International Integration and the Interdependence of Economic Variables (1973)International Integration and…Elasticities and the Interest Parity Theory (1973)Elasticities and the Interest…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)An ex ante analysis of put-call parity (1980)Statistical tests of contingent-claims asset-pricing models (1986)Put-call parity and the informational efficiency of the German DAX-index options market (2000)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Liquidity and leverage (2008)Dollar illiquidity and central bank swap arrangements during the global financial crisis (2012)Revisiting Covered Interest Parity in the European Union: the DCCA Approach (2015)The impact of monetary policy on financial markets in small open economies: More or less effective during the global financial crisis? 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  • 1985Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency126 cited
  • 1978Empirical tests of boundary conditions for CBOE options84 cited
  • 1985Chapter 14 Asset markets, exchange rates and the balance of payments76 cited
  • 1977International Investment and Interest Rate Linkages under Flexible Exchange Rates66 cited
  • 2010Funding liquidity risk and deviations from interest-rate parity during the financial crisis of 2007-200958 cited
  • 1976Interest arbitrage in the Euro-currency markets52 cited
  • 1976An Integrated Theory of Exchange Rate Equilibrium47 cited
  • 2006Covered Interest Arbitrage: Then versus Now44 cited
  • 2002Capital mobility for developing countries may not be so high42 cited
  • 1977The Role of Speculation in the Canadian Forward Exchange Market: Some Estimates Assuming Rational Expectations39 cited
  • 1973Elasticities and the Interest Parity Theory35 cited
  • 1982The law of one price in the eurocurrency market32 cited
  • 1979On some parity conditions encountered frequently in international economics32 cited
  • 1975Exchange-Rate Flexibility and the Efficiency of the Foreign-Exchange Markets28 cited

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  • 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
  • 1973International Integration and the Interdependence of Economic Variables27 cited