Covered Interest Arbitrage and Unexploited Profits? Reply

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Previous articleNext article No AccessConfirmations and ContradictionsCovered Interest Arbitrage and Unexploited Profits? ReplyJacob A. Frenkel and Richard M. LevichJacob A. Frenkel Search for more articles by this author and Richard M. Levich Search for more articles by this author PDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 87, Number 2Apr., 1979 Article DOIhttps://doi.org/10.1086/260768 Views: 13Total views on this site Citations: 11Citations are reported from Crossref Copyright 1979 The University of ChicagoPDF download Crossref reports the following articles citing this article:Robert Z. Aliber, Bhagwan Chowdhry, Shu Yan Some Evidence that a Tobin Tax on Foreign Exchange Transactions may Increase Volatility, SSRN Electronic Journal (Jan 2002).https://doi.org/10.2139/ssrn.311700Jong-Cook Byun, Son-Nan Chen International real interest rate parity with error correction models, Global Finance Journal 7, no.22 (Sep 1996): 129–151.https://doi.org/10.1016/S1044-0283(96)90001-0Ali F. Darrat, Ahmed Al-Mutawa, Omar M. Benkato On currency substitution and money demand instability, International Review of Economics & Finance 5, no.33 (Jan 1996): 321–334.https://doi.org/10.1016/S1059-0560(96)90037-4S. GHON RHEE, ROSITA P. CHANG Intra-Day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Markets, The Journal of Finance 47, no.11 (Apr 2012): 363–379.https://doi.org/10.1111/j.1540-6261.1992.tb03990.xJagdish Handa, I. M. Bana Currency substitution and transactions costs, Empirical Economics 15, no.33 (Sep 1990): 231–243.https://doi.org/10.1007/BF02426967Richard K. Lyons Tests of the foreign exchange risk premium using the expected second moments implied by option pricing, Journal of International Money and Finance 7, no.11 (Mar 1988): 91–108.https://doi.org/10.1016/0261-5606(88)90008-3Susan Howson External Financial Markets, Capital Mobility and Monetary Independence, (Jan 1986): 84–107.https://doi.org/10.1007/978-1-349-18392-0_5David A. Hsieh Tests of rational expectations and no risk premium in forward exchange markets, Journal of International Economics 17, no.1-21-2 (Aug 1984): 173–184.https://doi.org/10.1016/0022-1996(84)90013-8Jocelyn Horne The asset market model of the balance of payments and the exchange rate: A survey of empirical evidence, Journal of International Money and Finance 2, no.22 (Aug 1983): 89–109.https://doi.org/10.1016/0261-5606(83)90009-8Philippe Callier Covered arbitrage margin and transaction costs, Weltwirtschaftliches Archiv 117, no.22 (Jun 1981): 262–275.https://doi.org/10.1007/BF02696752 Michael P. Dooley , and Peter Isard Capital Controls, Political Risk, and Deviations from Interest-Rate Parity, Journal of Political Economy 88, no.22 (Oct 2015): 370–384.https://doi.org/10.1086/260870