The dollar, bank leverage and the deviation from covered interest parity.
BIS Working Papers No 592.
The Journal of Fixed Income, Vol.
Journal of リスクフリーの裁定取引 Money and Finance 28, 1350—1374.
When and how US dollar shortages evolved into the full crisis?
Evidence from the リスクフリーの裁定取引 swap market.
see more of Banking and Finance 35, 1450-1463.
The Minimum Covered Interest Differential Needed for Intemational Arbitrage Activity.
Journal of Political Economy 11, 1028-35.
Journal of Political Economy 96, 358-70.
Journal of Banking and Finance 5, 187-200.
Deviations from covered interest rate parity.
The Journal of Finance, forthcoming.
Swap covered interest リスクフリーの裁定取引 in long-date capital market.
Review of Economics and Statistics 78, 530—538.
The Law of One Price in the Eurocurrency Market.
Journal of International Money and Finance 1, 307-23.
Covered Interest Arbitrage; Unexploited Profits?
Journal of Political Economy 83, 325-38.
Journal of Political Economy 85, 1209-26.
Journal of International Money and Finance リスクフリーの裁定取引, 301-317.
Bank of Japan Financial Market Working Paper Series 99-E-1, Tokyo Japan.
Does swap-covered interest parity hold in long-term capital markets after the financial crisis?
International Journal of Central Banking, forthcoming.
Dollar funding and the lending behavior of global banks.
Quarterly Journal of Economics.
Credit migration and covered interest rate parity.
Interest Arbitrage in the Eurocurrency Markets.
European Economic Review 1, 113-22.
Central bank swap line effectiveness during the euro area sovereign debt crisis.
here of International Money リスクフリーの裁定取引 Finance35, 167-178.
Journal of Money, Credit and Banking.
Journal of International Money and Finance 12, 439—448.
Segmented money markets and covered interest parity arbitrage.
BIS Working Papers No 651.
BIS Working Papers No 590.
Covered Interest Arbitrage リスクフリーの裁定取引 Market Turbulence.
Economic Journal 99, 376—391.
Currency swaps and long-term covered interest parity.
Economics Letters 49, 181—185.
裁定取引（アービトラージ取引）とは 【まとめ買い10個セット品】 平袋 白無地 5.5×24.5 300枚【店舗什器 小物. 帽子 Yukon Cap Black/Earth、割高な方を売ることにより、理論上リスクなしで収益（利鞘）を確定させることができるものです。
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