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pro vyhledávání: '"Dilip K. Ghosh"'
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:
Arun J. Prakash, Dilip K. Ghosh
Publikováno v:
Journal of Financial Research. 24:15-26
In this article we specify the conditions for profitable speculaion in the foreign exchange market with spot and forward contracts. We derive the unique strategic rules from the initial two-choice situations in a given environment. Finally, in a more
Autor:
Dilip K. Ghosh
Publikováno v:
Journal of Futures Markets. 18:115-127
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
Autor:
Dilip K. Ghosh
Publikováno v:
The Changing Environment of International Financial Markets ISBN: 9781349231638
The interest rate parity is important in international finance for at least two reasons. It explains covered interest arbitrage, and it specifies conditions for speculation in currency markets (see Ghosh, 1991; 1992; Niehans, 1984). It was Keynes (19
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8346a1591fa664f9e4034e82d9fe493
https://doi.org/10.1007/978-1-349-23161-4_6
https://doi.org/10.1007/978-1-349-23161-4_6
Autor:
Dilip K. Ghosh
Publikováno v:
Financial Management. 20:8