Covered interest parity arbitrage and long-term dependence between the US dollar and the Yen

J.A. Batten, P.G. Szilagyi

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	409-421
Journal	Physica A-Statistical Mechanics and its Applications
Volume	376
Publication status	Published - 2007

Cite this

@article{c4db87b065d4466881a23a5736ea225a,

title = "Covered interest parity arbitrage and long-term dependence between the US dollar and the Yen",

author = "J.A. Batten and P.G. Szilagyi",

year = "2007",

language = "English",

volume = "376",

pages = "409--421",

journal = "Physica A-Statistical Mechanics and its Applications",

publisher = "Elsevier B.V.",

}