Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets

Author:

Bosi Stefano,Fontaine Patrice,Le Van Cuong

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,General Psychology,General Social Sciences,Sociology and Political Science

Reference8 articles.

1. The geometry of arbitrage and the existence of competitive equilibrium;Allouch;J. Math. Econom.,2002

2. Financial Markets in Continuous Time;Dana,2003

3. On the different notions of arbitrage and existence of equilibrium;Dana;J. Econom. Theory,1999

4. The efficiency of foreign exchange markets and measures of turbulence;Frenkel;Am. Econ. Rev.,1980

5. On the existence of an equilibrium in a securities model;Hart;J. Econom. Theory,1974

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