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Interest arbitrage in the Euro-currency markets Author info | Abstract | Publisher info | Download info | Related research | Statistics Marston, Richard C.
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Article provided by Elsevier in its journal European Economic Review .
Volume (Year): 7 (1976)
Issue (Month): 1 ()
Pages: 1-13
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Handle: RePEc:eee:eecrev:v:7:y:1976:i:1:p:1-13Contact details of provider: Web page: http://www.elsevier.com/locate/eer
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Wolfgang Maennig & Warren Tease, 1987.
"Covered interest parity in non-dollar euromarkets ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 123(4), pages 606-617, December.
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Herrmann, Sabine & Jochem, Axel, 2003.
"Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finan ,"
Discussion Paper Series 1: Economic Studies
2003,07, Deutsche Bundesbank, Research Centre.
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John Barkoulas & Christopher F. Baum, 1996.
"Time-Varying Risk Premia in the Foreign Currency Futures Basis ,"
Boston College Working Papers in Economics
281., Boston College Department of Economics.
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Mark Holmes & Yangru Wu, 1997.
"Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 133(1), pages 76-89, March.
[Downloadable!] (restricted)
Bertrand BLANCHETON (CMHE-IFReDE-GRES) & Samuel MAVEYRAUD-TRICOIRE (Université Bordeaux IV), 2006.
"The indicators of international financial integration: A set of convergent measures (In French) ,"
Cahiers du GRES
2006-13, Groupement de Recherches Economiques et Sociales.
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Jochem, Axel & Herrmann, Sabine, 2003.
"The international integration of money markets in the central and east European accession countries : deviations from covered interest parity, capital controls and inefficiencies in the financial sect ,"
Discussion Paper Series 1: Economic Studies
2003,07, Deutsche Bundesbank, Research Centre.
[Downloadable!]
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