COVERED INTEREST ARBITRAGE - UNEXPLOITED PROFITS

[1] AGMON T, TO BE PUBLISHED

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

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

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

[5] EINZIG P, 1961, DYNAMIC THEORY FORWA

[6] ELASTICITIES AND INTEREST PARITY THEORY [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 741 - 747

[7] GALAI D, 1974, PRICING OPTIONS EFFI

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

[9] HOLMES AR, 1965, NY FOREIGN EXCHANGE

[10] Keynes John Maynard, 1923, TRACT MONETARY REFOR

[1] AGMON T, TO BE PUBLISHED

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

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

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

[5] EINZIG P, 1961, DYNAMIC THEORY FORWA

[6] ELASTICITIES AND INTEREST PARITY THEORY [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 741 - 747

[7] GALAI D, 1974, PRICING OPTIONS EFFI

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

[9] HOLMES AR, 1965, NY FOREIGN EXCHANGE

[10] Keynes John Maynard, 1923, TRACT MONETARY REFOR