| Reference: | 中文參考資料
1. 沈中華，貨幣銀行學原理－全球的觀點.
英文參考資料
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5. Balke and Wohar, “Nonlinear Dynamics and Covered Interest Parity ”, Research Department Working Paper from Federal Reserve Bank of Dallas, (January 1997)
6. Clinton, K., “Transactions Costs and Covered Interest Parity,” Journal of Political Economy, 96, (April 1988): 358-370
7. Deardorff, A. V., “One way Arbitrage and its Implications for the Foreign Exchange Markets,” Journal of Political Economy, 87, (April 1979): 351-364
8. Fletcher, Donna J. and Larry W. Taylor, “A Non-parametric Analysis of Covered Interest Parity in Long-Data Capital Markets,” Journal of International Money and Finance, 13, (1994): 459-475
9. Fletcher, Donna J. and Larry W. Taylor, ”Swap’ Covered Interest Parity in Long-Data Capital Markets,” The Review of Economics and Statistics, 78, (August 1996): 530-538
10. Frenkel, Jacob A. and Richard M. Levich, “Covered Interest Arbitrage: Unexploited Profits ? ” Journal of Political Economy, 83, (April 1975): 325-338
11. Frenkel, Jacob A. and Richard M. Levich,” Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods, ” Journal of Political Economy, 85, (December 1977): 1209-1226
12. Frenkel, Jacob A. and Richard M. Levich, ”Covered Interest Arbitrage in the 1970s, ” Economic Letters, 8, (March 1981):267-274 |
