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Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates: Reply
Author(s) -
Ghosh Dilip K.
Publication year - 1999
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199902)19:1<121::aid-fut7>3.0.co;2-r
Subject(s) - futures contract , arbitrage , covered interest arbitrage , currency , foreign exchange market , economics , interest rate parity , foreign exchange swap , financial economics , interest rate , monetary economics