Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference41 articles.
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4. Covered interest arbitrage and market turbulence;Taylor;Econ. J.,1989
5. Arbitrage boundaries treasury bills, and covered interest parity;Poitras;J. Int. Money Finance,1988
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