๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Testing the Relationship Between Forward and Spot Rates In Foreign Exchange Markets

โœ Scribed by Michael Theobald

Book ID
111105448
Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
561 KB
Volume
18
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Covered arbitrage in foreign exchange ma
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates: Comment
โœ Batlin, Carl A. ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 110 KB ๐Ÿ‘ 1 views

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

Covered arbitrage in foreign exchange ma
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates: Reply
โœ Ghosh, Dilip K. ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 123 KB ๐Ÿ‘ 1 views

Comment on any work, published or unpublished, is always useful, and on that score I compliment Carl Batlin (1999) for his interesting observations on my work in this Journal (February, 1998).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,