Title of article
Violation of interest-rate parity: a Polish example
Author/Authors
Jerzy Przystawa، نويسنده , , Marek Wolf، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
7
From page
220
To page
226
Abstract
The mechanism of the so-called “Bagsik Oscillator” is presented and discussed. In essence, it is a repeated exploitation of arbitrage opportunities that resulted from a marked departure from the interest-rate parity relationship between the local Polish currency and the western currencies.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2000
Journal title
Physica A Statistical Mechanics and its Applications
Record number
866740
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