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The Minimum Covered Interest Differential Needed for International Arbitrage Activity

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Author Info
Branson, William H
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Article provided by University of Chicago Press in its journal Journal of Political Economy.

Volume (Year): 77 (1969)
Issue (Month): 6 (Nov./Dec.)
Pages: 1028-35
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Handle: RePEc:ucp:jpolec:v:77:y:1969:i:6:p:1028-35

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  1. Elena Tchernykh Branson, 2004. "Application of a Modified TAR Model to CIP Deviations in Asian Data," Working Papers 192004, Hong Kong Institute for Monetary Research. [Downloadable!]
  2. Sergio L. Schmukler & Luis Serven, 2002. "Pricing Currency Risk: Facts and Puzzles from Currency Boards," NBER Working Papers 9047, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  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. Pasricha, Gurnain, 2007. "Financial Integration in Emerging Market Economies," MPRA Paper 5278, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  5. Philippe Callier, 1981. "Covered arbitrage margin and transaction costs," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 117(2), pages 262-275, June. [Downloadable!] (restricted)
  6. Elena Tchernykh & William H. Branson, 2005. "Regime-Switching Behavior of the Term Structure of Forward Markets," NBER Working Papers 11517, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. 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)," Working Papers of GRES - Cahiers du GRES 2006-13, Groupement de Recherches Economiques et Sociales. [Downloadable!]
  8. D. K. Ghosh, 1997. "Arbitrage with hedging by forward contracts: exploited and exploitable profits," European Journal of Finance, Taylor and Francis Journals, vol. 3(4), pages 349-361, December. [Downloadable!] (restricted)
  9. Ted Juhl & William Miles & Marc D. Weidenmier, 2004. "Covered Interest Arbitrage: Then vs. Now," NBER Working Papers 10961, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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