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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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Bibliographic Info

Article provided by University of Chicago Press in its journal Journal of Political Economy.

Volume (Year): 78 (1970)
Issue (Month): 3 (May-June)
Pages: 540-45

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Handle: RePEc:ucp:jpolec:v:78:y:1970:i:3:p:540-45

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Web page: http://www.journals.uchicago.edu/JPE/

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Cited by:
  1. 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.
  2. Jylhä, Petri & Suominen, Matti, 2011. "Speculative capital and currency carry trades," Journal of Financial Economics, Elsevier, vol. 99(1), pages 60-75, January.
  3. 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.
  4. Jinzhao Chen, 2012. "Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation," PSE Working Papers halshs-00660654, HAL.
  5. 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.
  6. 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.
  7. 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.
  8. repec:hal:wpaper:halshs-00660654 is not listed on IDEAS

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