Is covered interest parity arbitrage extinct? : evidence from the spot USD/Yen
J. A. Batten and P. G. Szilagyi
| Year of publication: |
2010
|
|---|---|
| Authors: | Batten, Jonathan A. ; Szilágyi, Péter G. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 1/3, p. 283-287
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| Subject: | Zinsparität | Interest rate parity | Arbitrage |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003946578