Arbitrage boundaries, treasury bills, and covered interest parity
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference35 articles.
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4. The Statistical Distribution of Exchange Rates: Empirical Evidence and Economic Implications;Boothe;Journal of International Economics,1987
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1. On the Characteristics CIP Deviation;Korean Journal of Financial Engineering;2009-06
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4. Is Covered Interest Parity Arbitrage Extinct? Evidence from the Spot USD/Yen;SSRN Electronic Journal;2006
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