Persistence and predictability of forward exchange arbitrage in managed rate currencies in comparison to free-floating currencies
This paper attempts to analyse whether forward exchange arbitrage in currencies of managed rate regimes behave differently from currencies of free floating regimes in the forward exchange market. For this purpose, currencies of Great Britain, the European Union, and Japan are used as proxy currencie...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2014
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| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201406101743 http://nbn-resolving.de/urn:nbn:fi:oulu-201406101743 |