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Segmented Money Markets and Covered Interest Parity Arbitrage
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/j.jbankfin.2008.10.012openalex-extracted
Does the law of one price hold in international financial markets? Evidence from tick data
inferredcites →https://doi.org/10.1016/s0304-405x(02)00228-3openalex-extracted
Equilibrium and welfare in markets with financially constrained arbitrageurs
inferredcites →https://doi.org/10.1086/259590openalex-extracted
The Minimum Covered Interest Differential Needed for International Arbitrage Activity
inferredcites →https://doi.org/10.1086/324391openalex-extracted
Order Flow and Exchange Rate Dynamics
inferredcites →https://doi.org/10.1086/666526openalex-extracted
The Aggregate Demand for Treasury Debt
inferredcites →https://doi.org/10.1093/qje/qjv016openalex-extracted
International Liquidity and Exchange Rate Dynamics *
inferredcites →https://doi.org/10.1093/rfs/hhaa123openalex-extracted
Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging
inferredcites →https://doi.org/10.1093/rfs/hhn098openalex-extracted
Market Liquidity and Funding Liquidity
inferredcites →https://doi.org/10.1093/rfs/hhr027openalex-extracted
Margin-based Asset Pricing and Deviations from the Law of One Price
inferredcites →https://doi.org/10.1111/j.1468-2362.2012.01300.xopenalex-extracted
The Dollar Shortage in Global Banking and the International Policy Response
inferredcites →https://doi.org/10.1111/j.1540-6261.1978.tb02053.xopenalex-extracted
THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01569.xopenalex-extracted
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
inferredcites →https://doi.org/10.1111/jofi.12620openalex-extracted
Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.1257/aer.98.4.1413openalex-extracted
Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market
inferredcites →https://doi.org/10.2139/ssrn.1334125openalex-extracted
Interpreting Deviations from Covered Interest Parity during the Financial Market Turmoil of 2007-08
inferredcites →https://doi.org/10.2139/ssrn.1546650openalex-extracted
Central Bank Dollar Swap Lines and Overseas Dollar Funding Costs
inferredcites →https://doi.org/10.2139/ssrn.2938236openalex-extracted
Banking on Deposits: Maturity Transformation Without Interest Rate Risk
inferredcites →https://doi.org/10.2139/ssrn.3327088openalex-extracted
Currency Mispricing and Dealer Balance Sheets
inferredcites →https://doi.org/10.2139/ssrn.887442openalex-extracted
Arbitrage in the Foreign Exchange Market: Turning on the Microscope
inferredcites →https://doi.org/10.2307/3866124openalex-extracted
The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market
inferredcites →https://doi.org/10.3386/w28777openalex-extracted
CIP Deviations, the Dollar, and Frictions in International Capital Markets
inferredcites →https://doi.org/10.2139/ssrn.2910319openalex-snapshot
The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
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Disclosing the Undisclosed: Commercial Paper as Hidden Liquidity Buffer
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Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs
inferred← citeshttps://doi.org/10.1007/s11403-019-00237-6openalex-snapshot
Exchange rate dynamics under limits of arbitrage and heterogeneous expectations
inferred← citeshttps://doi.org/10.1016/j.intfin.2021.101393openalex-snapshot
Stock market and deviations from covered interest parity
inferred← citeshttps://doi.org/10.1080/00213624.2019.1594527openalex-snapshot
The Covered Interest Parity Puzzle and the Evolution of the Japan Premium
inferred← citeshttps://doi.org/10.1080/1351847x.2020.1824928openalex-snapshot
Inflation Differential as a Driver of Cross-Currency Basis Swap Spreads
inferred← citeshttps://doi.org/10.2139/ssrn.2768207openalex-snapshot
Deviations from Covered Interest Rate Parity
inferred← citeshttps://doi.org/10.2139/ssrn.2910319openalex-snapshot
The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets
inferred← citeshttps://doi.org/10.2139/ssrn.3019870openalex-snapshot
The Value of Volume in Foreign Exchange
inferred← citeshttps://doi.org/10.2139/ssrn.3070739openalex-snapshot
Model-Free International Stochastic Discount Factors
inferred← citeshttps://doi.org/10.2139/ssrn.3075021openalex-snapshot
Breakdown of Covered Interest Parity: Mystery or Myth?
inferred← citeshttps://doi.org/10.2139/ssrn.3092248openalex-snapshot
FX Spot and Swap Market Liquidity and the Effects of Window Dressing
inferred← citeshttps://doi.org/10.2139/ssrn.3117397openalex-snapshot
The Pricing of FX Forward Contracts: Micro Evidence from Bankss Dollar Hedging
inferred← citeshttps://doi.org/10.2139/ssrn.3146652openalex-snapshot
Breakdown of Covered Interest Parity: Mystery or Myth?
inferred← citeshttps://doi.org/10.2139/ssrn.3283208openalex-snapshot
Bank Foreign Currency Funding and Currency Markets: The Case of Mexico Post GFC
inferred← citeshttps://doi.org/10.3905/joi.2020.1.123openalex-snapshot
Revisiting the Comovement of Cross-Currency Basis and the Dollar: A Rolling Correlation Approach
inferred← citeshttps://doi.org/10.63201/horf2415openalex-snapshot
Path analysis of exchange rate movement
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