A Model of Covered Interest Arbitrage under Market Segmentation
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- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2012.
"How does fiscal policy react to wealth composition and asset prices?,"
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- Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2011. "How Does Fiscal Policy React to Wealth Composition and Asset Prices?," GEMF Working Papers 2011-18, GEMF, Faculty of Economics, University of Coimbra.
- Castro, Vítor & Sousa, Ricardo M., 2012.
"How do central banks react to wealth composition and asset prices?,"
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- Vitor Castro & Ricardo M. Sousa, 2010. "How Do Central Banks React to Wealth Composition and Asset Prices?," GEMF Working Papers 2010-19, GEMF, Faculty of Economics, University of Coimbra.
- Vítor Castro & Ricardo M. Sousa, 2010. "How Do Central Banks React to Wealth Composition and Asset Prices?," NIPE Working Papers 26/2010, NIPE - Universidade do Minho.
- Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS.
- Louis, Henock & Blenman, Lloyd P & Thatcher, Janet S, 1999. "Interest Rate Parity and the Behavior of the Bid-Ask Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(2), pages 189-206, Summer.
- 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.
- Batten, Jonathan A. & Szilagyi, Peter G., 2007. "Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 409-421.
- Schmukler, Sergio L. & Serven, Luis, 2002.
"Pricing currency risk : facts and puzzles from currency boards,"
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- 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.
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