Swaps, expectations, and exchange rates

Author:

Mahajan Arvind,Mehta Dileep

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. The international arbitrage pricing theory: An empirical investigation;Abeysekera,1985

2. International portfolio choice and corporation finance: A synthesis;Adler;Journal of Finance,1983

3. The international mobility of short-term covered interest arbitrage capital;Agmon;The Journal of Business Finance and Accounting,1975

4. The IRPT: A reinterpretation;Aliber;Journal of Political Economy,1973

5. Rational expectations and the determination of the forward rate;Bernauer,1978

Cited by 6 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. The Heritage of International Finance;Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration;2009-04-08

2. "Swap" Covered Interest Parity in Long-Date Capital Markets;The Review of Economics and Statistics;1996-08

3. A non-parametric analysis of covered interest parity in long-date capital markets;Journal of International Money and Finance;1994-08

4. Long-term covered interest parity and the international swap market;Asia Pacific Journal of Management;1992-04

5. A general equilibrium pricing model with speculation, quantity risk, price risk and foreign exchange risk;North American Review of Economics and Finance;1991-03

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