Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Auer, Benjamin R., 2016. "On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations," Finance Research Letters, Elsevier, vol. 16(C), pages 255-267.
- repec:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9385-y is not listed on IDEAS
- Silviu Eduard Dinca, 2013. "Unwinding RON carry-trade or RON speculative attack?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(15), pages 193-205, December.
More about this item
KeywordsHurst exponent; Efficient market hypothesis; Covered interest parity; Arbitrage; Temporal long-term dependence;
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