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Transactions Costs and Covered Interest Arbitrage: Theory and Evidence

✍ Scribed by Kevin Clinton

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Covered arbitrage margin and transaction

✍ Callier, Philippe 📂 Article 📅 1981 🏛 Springer 🌐 English ⚖ 652 KB

Covered interest arbitrage with transact

✍ Cheung Kui-yin; Daniel Chan Po-ming 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 870 KB

Covered Interest Arbitrage: Then versus

✍ TED JUHL; WILLIAM MILES; MARC D. WEIDENMIER 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

Non-reversed investment and borrowing, t

✍ Maurice D. Levi 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 798 KB

Transaction costs, arbitrage, and volati

✍ V. Aragó; P. Corredor; R. Santamarı́a 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 156 KB

Covered interest arbitrage profits: The

✍ Wai-Ming Fong; Giorgio Valente; Joseph K.W. Fung 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 238 KB