Covered interest arbitrage (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Covered interest arbitrage" in English language version.

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Dunn, Robert M. Jr.; Mutti, John H. (2004). International Economics, 6th Edition. New York, NY: Routledge. ISBN 978-0-415-31154-0.

Frenkel, Jacob A.; Levich, Richard M. (1981). "Covered interest arbitrage in the 1970's". Economics Letters. 8 (3): 267–274. doi:10.1016/0165-1765(81)90077-X.
Batten, Jonathan A.; Szilagyi, Peter G. (2007). "Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen". Physica A: Statistical Mechanics and Its Applications. 376 (1): 409–421. Bibcode:2007PhyA..376..409B. doi:10.1016/j.physa.2006.10.021.
Fong, Wai-Ming; Valente, Giorgio; Fung, Joseph K.W. (2010). "Covered interest arbitrage profits: The role of liquidity and credit risk". Journal of Banking & Finance. 34 (5): 1098–1107. doi:10.1016/j.jbankfin.2009.11.008.

Batten, Jonathan A.; Szilagyi, Peter G. (2007). "Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen". Physica A: Statistical Mechanics and Its Applications. 376 (1): 409–421. Bibcode:2007PhyA..376..409B. doi:10.1016/j.physa.2006.10.021.