Open AccessECU Spot Rates, Interest Rates and Yields: Are There Arbitrage Opportunities?
Author(s) -
Piet Sercu
Publication year - 1991
Publication title -
managerial finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.271
H-Index - 39
eISSN - 1758-7743
pISSN - 0307-4358
DOI - 10.1108/eb013678
Subject(s) - arbitrage , interest rate , economics , covered interest arbitrage , monetary economics , business , financial economics , econometrics , interest rate parity
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