ECU Spot Rates, Interest Rates and Yields: Are There Arbitrage Opportunities?
Dr Piet Sercu
(Department of Applied Economics, Catholic University of Louvain, Belgium.)
99
Abstract
Facts vs Fantasies about the ECU. Advantages frequently ascribed to the ECU include the following:
Citation
Sercu, P. (1991), "ECU Spot Rates, Interest Rates and Yields: Are There Arbitrage Opportunities?", Managerial Finance, Vol. 17 No. 4, pp. 27-34. https://doi.org/10.1108/eb013678
Publisher
:MCB UP Ltd
Copyright © 1991, MCB UP Limited