Interest rates and efficiency in medieval wool forward contracts
โ Scribed by Adrian R. Bell; Chris Brooks; Paul Dryburgh
- Book ID
- 116614795
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 207 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0378-4266
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In a recent issue of this Journal, 1 Dilip Ghosh confuses the concept of a (known) forward interest rate with that of a (random) future short-term interest rate. As a result, both of his main conclusions-that combining interest rate forwards with foreign exchange (FX) forwards produces a new version
Comment on any work, published or unpublished, is always useful, and on that score I compliment Carl Batlin (1999) for his interesting observations on my work in this Journal (February, 1998). In my paper I have done three things: (i) redefined covered interest rate parity under a modified scenario,
This article is based on the first chapter of the author's doctoral dissertation at the University of California at Berkeley. Thanks are due to the dissertation committee members: Gerard Gennotte, Hayne Leland, Pravin Varaiya, and especially, David Modest. Funding from the Norwegian Council for Rese