Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
withdrawal, or removal notice.
The 51 checked references that resolve
resolves10.1086/260137The Interest Rate Parity Theorem: A Reinterpretation
resolves10.3905/jfi.2009.18.4.024Dynamic Spillover of Money Market Turmoil from FX Swap to Cross-Currency Swap Markets:
<i>Evidence from the 2007–2008 Turmoil</i>
resolves10.3386/w2015Agency Costs, Collateral, and Business Fluctuations
resolves10.2307/1992705A Model of Covered Interest Arbitrage under Market Segmentation
resolves10.2139/ssrn.1784907The Dynamics of Limits to Arbitrage: Evidence from International Cross-Sectional Data
resolves10.1086/250059By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.2139/ssrn.1473377Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity
resolves10.1086/261410Capital Market Equilibrium with Transaction Costs
resolves10.2307/2331307Country and Currency Risk Premia in an Emerging Market
resolves10.1111/1540-6261.00537Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks
resolves10.2307/2325486Efficient Capital Markets: A Review of Theory and Empirical Work
resolves10.2307/2109800"Swap" Covered Interest Parity in Long-Date Capital Markets
resolves10.1086/260767Covered Interest Arbitrage: Unexploited Profits? Comment
resolves10.1142/s0219024902001365ALL FOR ONE … ONE FOR ALL? A PRINCIPAL COMPONENT ANALYSIS OF LATIN AMERICAN BRADY BOND DEBT FROM 1994 TO 2000
resolves10.1086/341636Does Arbitrage Flatten Demand Curves for Stocks?
The 8 references without a DOI — listed, not checked
no DOI — not checkedMarket Liquidity as a Sentiment Indicator
no DOI — not checkedref35
no DOI — not checkedMeasuring International Capital Mobility: A Review
no DOI — not checkedTaxation and Abnormal International Capital Flows
no DOI — not checkedref46
no DOI — not checkedThe Functioning and Resilience of Cross-Border Funding Markets. Committee on the Global Financial System Publications, Working paper
no DOI — not checkedLiquidity risk and price discovery
no DOI — not checkedInterest Rate Parity, Money Market Basis Swaps, and Cross-Currency Basis Swaps
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