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TRANSACTIONS COSTS AND COVERED INTEREST ARBITRAGE - THEORY AND EVIDENCE
被引:52
作者
:
CLINTON, K
论文数:
0
引用数:
0
h-index:
0
CLINTON, K
机构
:
来源
:
JOURNAL OF POLITICAL ECONOMY
|
1988年
/ 96卷
/ 02期
关键词
:
D O I
:
10.1086/261540
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:358 / 370
页数:13
相关论文
共 20 条
[1]
TRANSACTION COSTS AND THE INTEREST PARITY THEOREM
[J].
BAHMANIOSKOOEE, M
论文数:
0
引用数:
0
h-index:
0
BAHMANIOSKOOEE, M
;
DAS, SP
论文数:
0
引用数:
0
h-index:
0
DAS, SP
.
JOURNAL OF POLITICAL ECONOMY,
1985,
93
(04)
:793
-799
[2]
ONE WAY ARBITRAGE, FOREIGN-EXCHANGE AND SECURITIES MARKETS - A NOTE
[J].
CALLIER, P
论文数:
0
引用数:
0
h-index:
0
CALLIER, P
.
JOURNAL OF FINANCE,
1981,
36
(05)
:1177
-1186
[3]
ONE-WAY ARBITRAGE AND ITS IMPLICATIONS FOR THE FOREIGN-EXCHANGE MARKETS
[J].
DEARDORFF, AV
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV STOCKHOLM,INST INT ECON STUDIES,S-11386 STOCKHOLM,SWEDEN
UNIV STOCKHOLM,INST INT ECON STUDIES,S-11386 STOCKHOLM,SWEDEN
DEARDORFF, AV
.
JOURNAL OF POLITICAL ECONOMY,
1979,
87
(02)
:351
-364
[4]
COST OF TRANSACTING
[J].
DEMSETZ, H
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
DEMSETZ, H
.
QUARTERLY JOURNAL OF ECONOMICS,
1968,
82
(01)
:33
-53
[5]
EXCHANGE-RATE FLEXIBILITY AND EFFICIENCY OF FOREIGN-EXCHANGE MARKETS
[J].
FIELEKE, NS
论文数:
0
引用数:
0
h-index:
0
机构:
FED RESERVE BANK BOSTON,BOSTON,MA 02106
FED RESERVE BANK BOSTON,BOSTON,MA 02106
FIELEKE, NS
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1975,
10
(03)
:409
-428
[6]
COVERED INTEREST ARBITRAGE IN THE 1970S
[J].
FRENKEL, JA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
FRENKEL, JA
;
LEVICH, RM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
LEVICH, RM
.
ECONOMICS LETTERS,
1981,
8
(03)
:267
-274
[7]
TRANSACTION COSTS AND INTEREST ARBITRAGE - TRANQUIL VERSUS TURBULENT PERIODS
[J].
FRENKEL, JA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
FRENKEL, JA
;
LEVICH, RM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
LEVICH, RM
.
JOURNAL OF POLITICAL ECONOMY,
1977,
85
(06)
:1209
-1226
[8]
COVERED INTEREST ARBITRAGE - UNEXPLOITED PROFITS
[J].
FRENKEL, JA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
FRENKEL, JA
;
LEVICH, RM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
LEVICH, RM
.
JOURNAL OF POLITICAL ECONOMY,
1975,
83
(02)
:325
-338
[9]
GROSSMAN SJ, 1980, AM ECON REV, V70, P393
[10]
FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS
[J].
HANSEN, LP
论文数:
0
引用数:
0
h-index:
0
HANSEN, LP
;
HODRICK, RJ
论文数:
0
引用数:
0
h-index:
0
HODRICK, RJ
.
JOURNAL OF POLITICAL ECONOMY,
1980,
88
(05)
:829
-853
←
1
2
→
共 20 条
[1]
TRANSACTION COSTS AND THE INTEREST PARITY THEOREM
[J].
BAHMANIOSKOOEE, M
论文数:
0
引用数:
0
h-index:
0
BAHMANIOSKOOEE, M
;
DAS, SP
论文数:
0
引用数:
0
h-index:
0
DAS, SP
.
JOURNAL OF POLITICAL ECONOMY,
1985,
93
(04)
:793
-799
[2]
ONE WAY ARBITRAGE, FOREIGN-EXCHANGE AND SECURITIES MARKETS - A NOTE
[J].
CALLIER, P
论文数:
0
引用数:
0
h-index:
0
CALLIER, P
.
JOURNAL OF FINANCE,
1981,
36
(05)
:1177
-1186
[3]
ONE-WAY ARBITRAGE AND ITS IMPLICATIONS FOR THE FOREIGN-EXCHANGE MARKETS
[J].
DEARDORFF, AV
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV STOCKHOLM,INST INT ECON STUDIES,S-11386 STOCKHOLM,SWEDEN
UNIV STOCKHOLM,INST INT ECON STUDIES,S-11386 STOCKHOLM,SWEDEN
DEARDORFF, AV
.
JOURNAL OF POLITICAL ECONOMY,
1979,
87
(02)
:351
-364
[4]
COST OF TRANSACTING
[J].
DEMSETZ, H
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
DEMSETZ, H
.
QUARTERLY JOURNAL OF ECONOMICS,
1968,
82
(01)
:33
-53
[5]
EXCHANGE-RATE FLEXIBILITY AND EFFICIENCY OF FOREIGN-EXCHANGE MARKETS
[J].
FIELEKE, NS
论文数:
0
引用数:
0
h-index:
0
机构:
FED RESERVE BANK BOSTON,BOSTON,MA 02106
FED RESERVE BANK BOSTON,BOSTON,MA 02106
FIELEKE, NS
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1975,
10
(03)
:409
-428
[6]
COVERED INTEREST ARBITRAGE IN THE 1970S
[J].
FRENKEL, JA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
FRENKEL, JA
;
LEVICH, RM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
LEVICH, RM
.
ECONOMICS LETTERS,
1981,
8
(03)
:267
-274
[7]
TRANSACTION COSTS AND INTEREST ARBITRAGE - TRANQUIL VERSUS TURBULENT PERIODS
[J].
FRENKEL, JA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
FRENKEL, JA
;
LEVICH, RM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, CHICAGO, IL 60637 USA
LEVICH, RM
.
JOURNAL OF POLITICAL ECONOMY,
1977,
85
(06)
:1209
-1226
[8]
COVERED INTEREST ARBITRAGE - UNEXPLOITED PROFITS
[J].
FRENKEL, JA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
FRENKEL, JA
;
LEVICH, RM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
LEVICH, RM
.
JOURNAL OF POLITICAL ECONOMY,
1975,
83
(02)
:325
-338
[9]
GROSSMAN SJ, 1980, AM ECON REV, V70, P393
[10]
FORWARD EXCHANGE-RATES AS OPTIMAL PREDICTORS OF FUTURE SPOT RATES - AN ECONOMETRIC-ANALYSIS
[J].
HANSEN, LP
论文数:
0
引用数:
0
h-index:
0
HANSEN, LP
;
HODRICK, RJ
论文数:
0
引用数:
0
h-index:
0
HODRICK, RJ
.
JOURNAL OF POLITICAL ECONOMY,
1980,
88
(05)
:829
-853
←
1
2
→