The microstructure of covered interest arbitrage in a market with a dominant market maker
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference12 articles.
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3. Triennial Central Bank Survey: Foreign Exchange and Derivatives Market Activity in 2010;Bank for International Settlements,2010
4. Understanding the forward premium puzzle: a microstructure approach;Burnside;American Economic Journal: Macroeconomics,2009
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Preferred Habitat, Window Dressing, or Both? Evidence From Foreign Exchange Swaps in Taiwan;Review of Pacific Basin Financial Markets and Policies;2019-09
2. Forex swap premiums, shock response and covered profits: an ARDL–EGARCH model analysis;Applied Economics Letters;2019-03-29
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