TRANSACTION COSTS AND INTEREST ARBITRAGE - TRANQUIL VERSUS TURBULENT PERIODS

[1] ALIBER RZ, 1973, J POLIT ECON, V81, P1451, DOI 10.1086/260137

[2] MONETARY INDEPENDENCE UNDER FLOATING EXCHANGE-RATES [J]. JOURNAL OF FINANCE, 1975, 30 (02) : 365 - 376

[3] NOTE ON UNCERTAINTY, TRANSACTIONS COSTS AND INTEREST PARITY [J]. JOURNAL OF MONETARY ECONOMICS, 1977, 3 (03) : 367 - 373

[4] BILSON JFO, 1978, STUDIES ECONOMICS EX

[5] MINIMUM COVERED INTEREST DIFFERENTIAL NEEDED FOR INTERNATIONAL ARBITRAGE ACTIVITY [J]. JOURNAL OF POLITICAL ECONOMY, 1969, 77 (06) : 1028 - 1035

[6] DEARDORFF AV, 1977, THESIS U MICHIGAN

[7] COST OF TRANSACTING [J]. QUARTERLY JOURNAL OF ECONOMICS, 1968, 82 (01) : 33 - 53

[8] DORNBUSCH R, 1976, SCAND J ECON, V78, P255, DOI 10.2307/3439928

[9] EXCHANGE-RATE FLEXIBILITY AND EFFICIENCY OF FOREIGN-EXCHANGE MARKETS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1975, 10 (03) : 409 - 428

[10] FRENKEL JA, 1976, SCAND J ECON, V78, P200, DOI 10.2307/3439924

[1] ALIBER RZ, 1973, J POLIT ECON, V81, P1451, DOI 10.1086/260137

[2] MONETARY INDEPENDENCE UNDER FLOATING EXCHANGE-RATES [J]. JOURNAL OF FINANCE, 1975, 30 (02) : 365 - 376

[3] NOTE ON UNCERTAINTY, TRANSACTIONS COSTS AND INTEREST PARITY [J]. JOURNAL OF MONETARY ECONOMICS, 1977, 3 (03) : 367 - 373

[4] BILSON JFO, 1978, STUDIES ECONOMICS EX

[5] MINIMUM COVERED INTEREST DIFFERENTIAL NEEDED FOR INTERNATIONAL ARBITRAGE ACTIVITY [J]. JOURNAL OF POLITICAL ECONOMY, 1969, 77 (06) : 1028 - 1035

[6] DEARDORFF AV, 1977, THESIS U MICHIGAN

[7] COST OF TRANSACTING [J]. QUARTERLY JOURNAL OF ECONOMICS, 1968, 82 (01) : 33 - 53

[8] DORNBUSCH R, 1976, SCAND J ECON, V78, P255, DOI 10.2307/3439928

[9] EXCHANGE-RATE FLEXIBILITY AND EFFICIENCY OF FOREIGN-EXCHANGE MARKETS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1975, 10 (03) : 409 - 428

[10] FRENKEL JA, 1976, SCAND J ECON, V78, P200, DOI 10.2307/3439924