Covered arbitrage margin and transaction costs
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DOI: 10.1007/BF02696752
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References listed on IDEAS
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Cited by:
- Suh, Sangwon & Kim, Young Ju, 2016. "Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 161-176.
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