CAPITAL CONTROLS AND COVERED INTEREST PARITY BETWEEN THE YEN AND THE DOLLAR

Covered Interest Arbitrage: Unexploited Profits?

1975 • 435 citations

The Interest Rate Parity Theorem: A Reinterpretation

1973 • 329 citations

Capital Controls, Political Risk, and Deviations from Interest-Rate Parity

1980 • 316 citations

Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods

1977 • 315 citations

One-Way Arbitrage and Its Implications for the Foreign Exchange Markets

1979 • 101 citations

Covered Interest Arbitrage: Unexploited Profits? Comment

1979 • 100 citations

Covered interest arbitrage in the 1970's

1981 • 46 citations

Interest Differential and Covered Arbitrage

1983 • 7 citations