Uncovered Interest Arbitrage is an investment strategy in which funds are transferred from one currency to another to exploit interest rate differentials without hedging against exchange rate risk, thereby assuming exposure to potential currency fluctuations in pursuit of higher returns.
11
Publications
1.1K
Citations
20
Authors
15
Institutions
Publications per year
2017–2026
0
Publications
11
Covered Interest Arbitrage: Unexploited Profits?
Jacob A. Frenkel, Richard M. Levich · Journal of Political Economy · 1975 · 431 citations
Covered Interest Arbitrage and Market Turbulence
Mark P. Taylor · The Economic Journal · 1989 · 225 citations
Covered Interest Arbitrage: Unexploited Profits? Comment
Frank McCormick · Journal of Political Economy · 1979 · 99 citations
1–5 of 11
Authors
20
- SH
2
h-index
- RM
2
h-index
- JA
2
h-index
- SD
2
h-index
- LV
2
h-index
1–5 of 20
Institutions
15
University of Cambridge
Cambridge, United Kingdom
2 h-index
6 publications
363 citations
European Central Bank
Frankfurt am Main, Germany
2 h-index
2 publications
121 citations
Chinese University of Hong Kong
Hong Kong, Hong Kong
1 h-index
1 publications
72 citations
University of Illinois Chicago
Chicago, United States
1 h-index
1 publications
21 citations
University of Kansas
Lawrence, United States
1 h-index
1 publications
31 citations
Bank of England
London, United Kingdom
1 h-index
1 publications
225 citations
Hong Kong Baptist University
Hong Kong, Hong Kong
1 h-index
1 publications
72 citations
Wichita State University
Wichita, United States
1 h-index
1 publications
31 citations
1–8 of 15
Venues
- Journal of Political Economy
JPE · 3 publications · 548 citations
3
h-index
- The Journal of Economic Perspectives
JEP · 1 publications · 21 citations
1
h-index
- Journal of Financial and Quantitative Analysis
JFQA · 1 publications · 27 citations
1
h-index
- Explorations in Economic History
EEH · 1 publications · 21 citations
1
h-index
- Journal of Banking & Finance
1 publications · 72 citations
1
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1–5