Covered Interest Arbitrage and Market Turbulence
Bibliographic Data
| ID | 9720245 |
|---|---|
| Authors | Mark P Taylor (0000-0002-4158-0983, Bank of England, corresponding author) |
| Year | 1989 |
| Volume | 99 |
| Issue | 396 |
| Pages | 376 |
| Publication date | 1989-06-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | The Economic Journal (JOURNAL) |
| Journal identifiers | ISSN: 0013-0133 • E-ISSN: 1468-0297 |
| Publisher | Oxford University Press (OUP) (PUBLISHER) |
| DOI | 10.2307/2234031 |
| OpenAlex | W2086670065 |
| Language | EN |
| Citations received | 5 |
| References cited | 8 |
Journal Article Covered Interest Arbitrage and Market Turbulence Get access Mark P. Taylor Mark P. Taylor City University Business School, Bank of England and Centre for Economic Policy Research, London Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 99, Issue 396, 1 June 1989, Pages 376–391, https://doi.org/10.2307/2234031 Published: 01 June 1989
Arbitrage · Economic history · Economics · Financial economics · Financial Markets and Investment Strategies · Market Dynamics and Volatility · Monetary Policy and Economic Impact
Empirical exchange rate models of the seventies
The Interest Rate Parity Theorem
A Note on Interest Parity and the Supply of Arbitrage Funds
Elasticities and the Interest Parity Theory
Covered Interest Arbitrage
The Minimum Covered Interest Differential Needed for International Arbitrage Activity
Covered Interest Parity
The Money Supply and the Exchange Rate
| Unique citing works | 5 |
|---|---|
| Citations per year | 0,17 |
| Citation span | 1997 - 2022 (26) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 5 |