Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets.
Stefano BosiPatrice FontaineCuong Le VanPublished in: Math. Soc. Sci. (2016)
Keyphrases
- financial markets
- stock price
- stock market
- portfolio selection
- risk management
- early warning
- sufficient conditions
- financial data
- game theory
- market equilibrium
- electronic commerce
- exchange rate
- historical data
- cooperative
- trading strategies
- portfolio management
- financial institutions
- pricing mechanism
- electronic markets
- stock exchange
- international trade