Intra-Day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Markets
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1992.tb03990.x/fullpdf
Reference13 articles.
1. The interest rate parity theorem: A reinterpretation;Aliber;Journal of Political Economy,1973
2. Transaction costs and the interest parity theorem;Bahmani;Journal of Political Economy,1985
3. One-way arbitrage, foreign exchange and securities markets: A note;Callier;Journal of Finance,1981
4. Transaction costs and covered interest arbitrage: Theory and evidence;Clinton;Journal of Political Economy,1988
5. One-way arbitrage and its implications for the foreign exchange markets;Deardorff;Journal of Political Economy,1979
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