A non-parametric analysis of covered interest parity in long-date capital markets

Forward and spot exchange rates

Eugene F. Fama · Journal of Monetary Economics · 1984 · 2.2K citations

Social Sciences, Economics, Finance +12

Covered Interest Arbitrage: Unexploited Profits?

Jacob A. Frenkel, Richard M. Levich · Journal of Political Economy · 1975 · 431 citations

Business, Economics, Finance +16

Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods

Jacob A. Frenkel, Richard M. Levich · Journal of Political Economy · 1977 · 324 citations · Full text

Business, Economics, Finance +15

The Interest Rate Parity Theorem: A Reinterpretation

Robert Z. Aliber · Journal of Political Economy · 1973 · 320 citations

Social Sciences, Economics, Finance +10

The empirical evidence on the efficiency of forward and futures foreign exchange markets

Charles Engel · Journal of International Economics · 1988 · 236 citations

Business, Economics, Finance +14