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One-Way Arbitrage and Its Implications for the Foreign Exchange Markets
5 references·16 citing·46 second hop
One-Way Arbitrage and Its Implications for the Foreign Exchange Markets (1979)One-Way Arbitrage and Its Implications fo…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…Information and Competitive Price Systems (1976)Information and Competitive P…Covered Interest Arbitrage: Unexploited Profits? (1975)Covered Interest Arbitrage: U…The Interest Rate Parity Theorem: A Reinterpretation (1973)The Interest Rate Parity Theo…A Tract on Monetary Reform (1924)A Tract on Monetary ReformDeviations from Covered Interest Rate Parity (2017)Deviations from Covered Inter…Deviations from Covered Interest Rate Parity (2016)Deviations from Covered Inter…Covered interest arbitrage profits: The role of liquidity and credit risk (2009)Covered interest arbitrage pr…Does the law of one price hold in international financial markets? Evidence from tick data (2008)Does the law of one price hol…Foreign currency-denominated borrowing in the absence of operating incentives☆ (2007)Foreign currency-denominated …Arbitrage in the Foreign Exchange Market: Turning on the Microscope (2006)Arbitrage in the Foreign Exch…Trade Costs (2004)Trade CostsSome Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility (2003)Some Evidence that a Tobin Ta…Nonlinear dynamics and covered interest rate parity (1998)Nonlinear dynamics and covere…Index arbitrage as cross‐sectional market making (1995)Index arbitrage as cross‐sect…Where does the meteor shower come from? 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this work references cited by second hop

References

  • 1924A Tract on Monetary Reform1,287 cited
  • 1976Information and Competitive Price Systems921 cited
  • 1975Covered Interest Arbitrage: Unexploited Profits?429 cited
  • 1973The Interest Rate Parity Theorem: A Reinterpretation327 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited

Cited by

  • 2006Arbitrage in the Foreign Exchange Market: Turning on the Microscope161 cited
  • 1988Transactions Costs and Covered Interest Arbitrage: Theory and Evidence157 cited
  • 1985Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency126 cited
  • 2004Trade Costs98 cited
  • 1998Nonlinear dynamics and covered interest rate parity93 cited
  • 1992Where does the meteor shower come from?80 cited
  • 2009Covered interest arbitrage profits: The role of liquidity and credit risk73 cited
  • 2003Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility71 cited
  • 2007Foreign currency-denominated borrowing in the absence of operating incentives☆66 cited
  • 2016Deviations from Covered Interest Rate Parity62 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1992Intra-Day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Markets59 cited
  • 1988Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets56 cited
  • 2017Deviations from Covered Interest Rate Parity55 cited
  • 2008Does the law of one price hold in international financial markets? Evidence from tick data54 cited
  • 1995Index arbitrage as cross‐sectional market making52 cited
  • 1985Transaction Costs and the Interest Parity Theorem46 cited