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The law of one price in the eurocurrency market

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Author Info
Fratianni, Michele
Wakeman, L. MacDonald

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File URL: http://www.sciencedirect.com/science/article/B6V9S-45FCJ5Y-S/2/af44b9d5827d68a8b05df2b041ae0efd
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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 1 (1982)
Issue (Month): 1 (January)
Pages: 307-323
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Handle: RePEc:eee:jimfin:v:1:y:1982:i::p:307-323

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. HeeJoon Kang, 1992. "Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation," Open Economies Review, Springer, vol. 3(2), pages 215-232, June. [Downloadable!] (restricted)
  2. 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. [Downloadable!] (restricted)
  3. 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. [Downloadable!]
  4. Bennett T. McCallum, 1994. "A Reconsideration of the Uncovered Interest Parity Relationship," NBER Working Papers 4113, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Michele Fratianni, 2004. "Borders and the Constraints on Globalization," Working Papers 2004-05, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
    Other versions:
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