Arbitrage involving investments denominated in different currencies, using forward cover to reduce or eliminate currency risk.
Related information about covered arbitrage:
- Covered interest arbitrage - Wikipedia, the free encyclopedia
Covered interest arbitrage is an arbitrage trading strategy whereby an investor capitalizes on the interest rate differential between two countries by using a ...
- What is covered arbitrage? - InvestorWords.com
Definition of covered arbitrage: Arbitrage involving investments denominated in different currencies, using forward cover to reduce or eliminate currency risk.
- Interest Differential and Covered Arbitrage - National Bureau of ...
and Covered Arbitrage. Jose Saul Lizondo. 10.1 Introduction. This paper deals with interest rate differentials between U.S. dollar denominated assets and ...
- What is covered arbitrage? - BusinessDictionary.com
Definition of covered arbitrage: Multicurrency arbitrage in which forward cover is obtained to reduce or eliminate currency risk.
- Covered and uncovered interest arbitrage
Covered arbitrage refers to when an investor buys a certain currency at its spot rate (i.e. $100,000 @ US$1 = £1.05) but then also purchases/enters into contract ...
- The Covered-Arbitrage Schedule: A Critical Survey of Recent - JStor
question, why the covered-arbitrage schedule may be less than perfectly elastic. This question ... Thus total covered-arbitrage activity may depend not only on ...
- Covered arbitrage margin and transaction costs - SpringerLink
Effect of Transaction Costs on Covered Arbitrage Margin. -- IV. Con- clusions ... a satisfactory explanation of the existence of non-zero covered arbitrage margins ...
- Transactions Costs and Covered Interest Arbitrage: Theory and ...
of profitable trading opportunities from covered arbitrage in the. Euromarket .... way arbitrage”; the second is implied by regular covered arbitrage. 1 use the ...