Covered interest arbitrage - PDFSEARCH.IO - Document Search Engine

Covered interest arbitrage
Results: 10

#	Item
1	THE JOURNAL OF FINANCE • VOL. LXIV, NO. 2 • APRILRisk in Dynamic Arbitrage: The Price Effects of Convergence Trading ´ PETER Add to Reading List Source URL: personal.lse.ac.uk Language: English - Date: 2015-09-08 17:44:49 Economy Finance Money Financial markets Arbitrage Convertible arbitrage Futures contract General equilibrium theory Economic equilibrium Derivatives market Long-Term Capital Management Covered interest arbitrage
2	Comomentum: Inferring Arbitrage Activity from Return Correlations Dong Lou and Christopher Polk London School of Economics First draft: March 2012 Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:55 Financial markets Arbitrage Momentum investing Limits to arbitrage Hedge fund Futures contract Covered interest arbitrage Statistical arbitrage
3	WHAT COVERED INTEREST PARITY IMPLIES ABOUT THE THEORY OF UNCOVERED INTEREST PARITY AND RISK PRMIUMS John Pippenger Department of Economics University of California Santa Barbara, California 93106 Add to Reading List Source URL: www.econ.ucsb.edu Language: English - Date: 2012-06-01 13:34:39 Foreign exchange market International finance Financial markets Actuarial science Interest rate parity Covered interest arbitrage Forward exchange rate Arbitrage Forward contract Economics Finance Financial economics
4	A COMPLETE SOLUTION TO THE FORWARD-BIAS PUZZLE* John Pippenger Department of Economics University of California Santa Barbara CaliforniaUSA Add to Reading List Source URL: www.econ.ucsb.edu Language: English - Date: 2011-02-08 18:12:48 Financial economics International finance Mathematical finance Financial markets Forward exchange rate Covered interest arbitrage Arbitrage Forward contract Futures contract Economics Finance Foreign exchange market
5	Bank Lending Channel for Peruvian Economy Add to Reading List Source URL: www.bcrp.gob.pe Language: English - Date: 2015-02-23 16:20:20 Exchange rate Exchange-rate regime Fixed exchange-rate system Interest rate parity Euro Central bank Libor Dollarization Covered interest arbitrage Foreign exchange market Economics Money
6	Tests of Covered Interest Rate Parity Add to Reading List Source URL: research.stlouisfed.org Language: English - Date: 2009-06-04 15:26:02 Foreign exchange market International finance Financial markets Mathematical finance Interest rate Forward contract Covered interest arbitrage Futures contract Forward exchange rate Finance Economics Financial economics
7	Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:53 United States housing bubble Interest rates Banking Financial markets Foreign exchange market LIBOR–OIS spread Libor Swap Arbitrage Economics Finance Financial economics
8	Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2014-09-08 10:22:53 United States housing bubble Interest rates Banking Financial markets Foreign exchange market LIBOR–OIS spread Libor Swap Arbitrage Economics Finance Financial economics
9	A PARAMETRIC, MODEL-BASED, ASSESSMENT OF THE POST-FLOATING BEHAVIOUR OF THE INDONESIAN CURRENCY - OCTOBER 2000 TO MARCH 2003 A dissertation submitted by Georg Herbert Lich, MBA, Grad. Dip. Acc., AAIBF (Snr.), CPA, in par Add to Reading List Source URL: eprints.usq.edu.au Language: English - Date: 2013-07-02 20:45:52 International finance Finance International economics Parity Purchasing power parity International Fisher effect Gross domestic product Interest rate parity Covered interest arbitrage Economics Foreign exchange market Financial economics
10	[removed]ACI_DC_syllabus_NEW_EN_(final_Prometric)_13[removed] Add to Reading List Source URL: www.aciforex.org Language: English - Date: 2014-02-25 05:19:22 Financial risk Foreign exchange market Interest rate swap Foreign-exchange option Hedge Liquidity risk Derivative Exchange rate Covered interest arbitrage Financial economics Finance Economics

UPDATE