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Segmented money markets and covered interest parity arbitrage

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - 2017

Persistent link: https://www.econbiz.de/10011721909

Segmented money markets and covered interest parity arbitrage

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - 2017 - This version: 25th June 2017

Persistent link: https://www.econbiz.de/10011758354

Covered interest parity arbitrage

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - In: The review of financial studies 35 (2022) 11, pp. 5185-5227

Persistent link: https://www.econbiz.de/10013400160

Exchange rate economics

MacDonald, Ronald (contributor); Taylor, Mark P. (contributor) - 1992

Persistent link: https://www.econbiz.de/10000874975

Exchange rate economics ; 1

MacDonald, Ronald (ed.); Taylor, Mark P. (ed.) - 1992

Persistent link: https://www.econbiz.de/10000874976

Exchange rate economics ; 2

MacDonald, Ronald (ed.); Taylor, Mark P. (ed.) - 1992

Persistent link: https://www.econbiz.de/10000874977

Does the law of one price hold in international financial markets? : evidence from tick data

Akram, Qaisar Farooq (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003777131

Does the law of one price hold in international financial markets? : evidence from tick data

Akram, Qaisar Farooq; Rime, Dagfinn; Sarno, Lucio - In: Journal of banking & finance 33 (2009) 10, pp. 1741-1754

Persistent link: https://www.econbiz.de/10003886756

A transaction data study of for forward bias puzzle

Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2010

Persistent link: https://www.econbiz.de/10003976658

Carry trades, order flow and the forward bias puzzle

Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2015

We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....

Persistent link: https://www.econbiz.de/10011396784