Zobrazeno 1 - 6
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pro vyhledávání: '"Dilip K. Ghosh"'
Publikováno v:
Global Finance Journal. 28:1-9
This work brings three markets — (i) commodities (e.g., steel iron ores, electronic parts, oil), (ii) financial assets (such as various stocks, bonds, notes), and (iii) different currencies (like U.S. dollar, British pound, euro, yen and so on) and
Publikováno v:
Global Finance Journal. 21:98-110
This work attempts to integrate the twin-structure of arbitrage operations in both securities and currency markets. By looking into cross-listed and cross-currency stocks in several exchanges, it is found that arbitrage is indeed a viable option, sin
Autor:
Dilip K. Ghosh, Dipasri Ghosh
Publikováno v:
Global Finance Journal. 16:86-98
This work demonstrates how a rational investor in the currency market can make risk-free profits by covering his risk exposure with call and put options. The conditions for such profit making is first derived, and then it is shown that by iterative a
Autor:
Dilip K. Ghosh, Augustine C. Arize
Publikováno v:
The Financial Review. 38:473-496
This paper reviews and extends the existing literature on covered arbitrage, delineates the conditions for profitable arbitrage with the hedging instruments of forward and options contracts in the foreign exchange markets, and defines the maximum pos
Autor:
Dilip K. Ghosh
Publikováno v:
The European Journal of Finance. 3:349-361
The theoretical conditions for covered interest arbitrage and exploitable profit opportunities out of simple and triangular arbitrage in the absence and presence of market imperfection are enunciated. A distinction is made between pure arbitrage prof
Autor:
Dilip K. Ghosh
Publikováno v:
Journal of Multinational Financial Management. 7:253-264
The scope and extent of risk-free profits attainable by a rational investor within the framework of arbitrage in the foreign exchange market with the hedging instruments of forward contracts in both currency and interest rates are presented in terms