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ECU Spot Rates, Interest Rates and Yields: Are There Arbitrage Opportunities?

Dr Piet Sercu (Department of Applied Economics, Catholic University of Louvain, Belgium.)

Managerial Finance

ISSN: 0307-4358

Article publication date: 1 April 1991

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

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MCB UP Ltd

Copyright © 1991, MCB UP Limited