One Way Arbitrage, Foreign Exchange and Securities Markets: A Note
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 36 (1981)
Issue (Month): 5 (December)
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- Richard K. Lyons & Michael J. Moore, 2005.
"An Information Approach to International Currencies,"
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- Lyons, Richard K. & Moore, Michael J., 2009. "An information approach to international currencies," Journal of International Economics, Elsevier, vol. 79(2), pages 211-221, November.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009.
"Does the law of one price hold in international financial markets? Evidence from tick data,"
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Elsevier, vol. 33(10), pages 1741-1754, October.
- Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008. "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper 2008/19, Norges Bank.
- Ghosh, Dilip K. & Ghosh, Dipasri, 2005. "Covered arbitrage with currency options: A theoretical analysis," Global Finance Journal, Elsevier, vol. 16(1), pages 86-98, August.
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