INTEREST ARBITRAGE IN EURO-CURRENCY MARKETS

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

[2] ALTMAN OL, 1965, INT MONETARY FUND ST, V12, P1

[3] EINZIG P, 1970, EURODOLLAR SYSTEM

[4] Grubel H. G., 1966, FORWARD EXCHANGE SPE

[5] HERRING RJ, 1975, EUROCURRENCIES NATIO

[6] Keynes J. M., 1924, MONETARY REFORM

[7] KLOPSTOCK FH, 1965, J FINANC, V20, P182

[8] MARSTON RC, 1972, THESIS MASSACHUSETTS

[9] OFFICER LH, 1970, J MONEY CREDIT BANK, V2, P247

[10] THE FORWARD RATE AND THE INTEREST PARITY [J]. REVIEW OF ECONOMIC STUDIES, 1965, 32 : 113 - 126

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

[2] ALTMAN OL, 1965, INT MONETARY FUND ST, V12, P1

[3] EINZIG P, 1970, EURODOLLAR SYSTEM

[4] Grubel H. G., 1966, FORWARD EXCHANGE SPE

[5] HERRING RJ, 1975, EUROCURRENCIES NATIO

[6] Keynes J. M., 1924, MONETARY REFORM

[7] KLOPSTOCK FH, 1965, J FINANC, V20, P182

[8] MARSTON RC, 1972, THESIS MASSACHUSETTS

[9] OFFICER LH, 1970, J MONEY CREDIT BANK, V2, P247

[10] THE FORWARD RATE AND THE INTEREST PARITY [J]. REVIEW OF ECONOMIC STUDIES, 1965, 32 : 113 - 126