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Covered interest parity in non-dollar euromarkets

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Author Info
Wolfgang Maennig
Warren Tease

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File URL: http://hdl.handle.net/10.1007/BF02708569
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Article provided by Springer in its journal Weltwirtschaftliches Archiv.

Volume (Year): 123 (1987)
Issue (Month): 4 (December)
Pages: 606-617
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Handle: RePEc:spr:weltar:v:123:y:1987:i:4:p:606-617

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  1. Frenkel, Jacob A & Levich, Richard M, 1975. "Covered Interest Arbitrage: Unexploited Profits?," Journal of Political Economy, University of Chicago Press, vol. 83(2), pages 325-38, April. [Downloadable!] (restricted)
  2. Fratianni, Michele & Wakeman, L. MacDonald, 1982. "The law of one price in the eurocurrency market," Journal of International Money and Finance, Elsevier, vol. 1(1), pages 307-323, January. [Downloadable!] (restricted)
  3. Marston, Richard C., 1976. "Interest arbitrage in the Euro-currency markets," European Economic Review, Elsevier, vol. 7(1), pages 1-13. [Downloadable!] (restricted)
  4. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-94, September. [Downloadable!] (restricted)
  5. Aliber, Robert Z, 1973. "The Interest Rate Parity Theorem: A Reinterpretation," Journal of Political Economy, University of Chicago Press, vol. 81(6), pages 1451-59, Nov.-Dec.. [Downloadable!] (restricted)
  6. Jonathan Eaton & Stephen J. Turnovsky, 1984. "Covered Interest Parity, Uncovered Interest Parity, and Exchange Rate Dynamics," NBER Working Papers 0984, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Turnovsky, Stephen J & Ball, Katrina M, 1983. "Covered Interest Parity and Speculative Efficiency: Some Empirical Evidence for Australia," The Economic Record, The Economic Society of Australia, vol. 59(166), pages 271-80, September.
  8. Sharpe, Ian G, 1984. "Covered Interest Rate Parity: The Australian Case," Applied Economics, Taylor and Francis Journals, vol. 16(5), pages 655-65, October.
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This page was last updated on 2009-11-21.


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