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The research in this paper is focus on macroeconomic analysis of trade and other relevant indicator for real economy … such as government net debt, exchange rate, interest rate, and especially the correlation between trade and growth. Today … trade is challenge for economists of small developing countries. The mail goal in this paper is theoretical analysis of some …
Persistent link: https://www.econbiz.de/10009151295
This paper sets forth the foundations for a transactional approach for the performance of arbitrage in foreign exchange … markets. Firstly, we review both the standard model of financial arbitrage and the so-called covered-interest arbitrage … expand on its main tools of analysis, namely differential rates, residual information sets, arbitrage gaps and transaction …
Persistent link: https://www.econbiz.de/10010323288
We use retail transaction prices for a multinational retailer to examine the extent and permanence of violations of the law of one price (LOOP). For identical products, we find typical deviations of twenty to fifty percent, though there is muted evidence for convergence over time. Such...
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, even after moneyness scaling has been performed. This presents possible arbitrage opportunities on the (L)ETF market which … can be exploited by traders. We build possible arbitrage strategies by constructing portfolios with LETF shares and … investor. A dynamic "trade-with-the-smile" strategy based on a dynamic semiparametric factor model is presented. This strategy …
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