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A Note on Interest Parity and the Supply of Arbitrage Funds

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  • Prachowny, Martin F J

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  • Prachowny, Martin F J, 1970. "A Note on Interest Parity and the Supply of Arbitrage Funds," Journal of Political Economy, University of Chicago Press, vol. 78(3), pages 540-545, May-June.
    • Handle: RePEc:ucp:jpolec:v:78:y:1970:i:3:p:540-45
    DOI: 10.1086/259648
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    Cited by:

    1. Cheung, Yin-Wong (ed.), 2012. "The Evolving Role of China in the Global Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262018234, December.
    2. Felmingham, Bruce & Leong, SuSan, 2005. "Parity conditions and the efficiency of the Australian 90- and 180-day forward markets," Review of Financial Economics, Elsevier, vol. 14(2), pages 127-145.
    3. Casas, F. R., 1983. "Stabilité des marchés de change au comptant et à terme : une approche d’équilibre simultané," L'Actualité Economique, Société Canadienne de Science Economique, vol. 59(2), pages 240-265, juin.
    4. Gordon de Brouwer, 1995. "The Liberalisation and Integration of Domestic Financial Markets in Western Pacific Economies," RBA Research Discussion Papers rdp9506, Reserve Bank of Australia.
    5. Suh, Sangwon & Kim, Young Ju, 2016. "Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 161-176.
    6. Jinzhao Chen, 2012. "Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation," PSE Working Papers halshs-00660654, HAL.
    7. Gino Cenedese & Pasquale Della Corte & Tianyu Wang, 2021. "Currency Mispricing and Dealer Balance Sheets," Journal of Finance, American Finance Association, vol. 76(6), pages 2763-2803, December.
    8. Bruce Felmingham & SuSan Leong, 2005. "Parity conditions and the efficiency of the Australian 90‐ and 180‐day forward markets," Review of Financial Economics, John Wiley & Sons, vol. 14(2), pages 127-145.
    9. Christopher E.S. WARBURTON, 2018. "Covered Interest Parity And Frictions In Currency And Money Markets: Analysis Of British Pound And Dollar For The Period 1999-2006," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 18(1), pages 55-72.
    10. de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486.
    11. Byun, Jong-Cook & Chen, Son-Nan, 1996. "International real interest rate parity with error correction models," Global Finance Journal, Elsevier, vol. 7(2), pages 129-151.
    12. Jylhä, Petri & Suominen, Matti, 2011. "Speculative capital and currency carry trades," Journal of Financial Economics, Elsevier, vol. 99(1), pages 60-75, January.
    13. José Saúl Lizondo, 1983. "Interest Differential and Covered Arbitrage," NBER Chapters, in: Financial Policies and the World Capital Market: The Problem of Latin American Countries, pages 221-244, National Bureau of Economic Research, Inc.
    14. Esho, Neil & Sharpe, Ian G. & Webster, Kristian H., 2007. "Hedging and choice of currency denomination in international syndicated loan markets," Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 195-212, April.

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