Covered interest arbitrage profits: The role of liquidity and credit risk
Year of publication: |
2010
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Authors: | Fong, Wai-Ming ; Valente, Giorgio ; Fung, Joseph K.W. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 5, p. 1098-1108
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