Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets

DOI10.1016/J.MATHSOCSCI.2016.04.002MaRDI QIDQ309841zbMATH OpenOpenAlexFDO

Authors Stefano Bosi, Patrice Fontaine, Cuong Le Van

Publication date 7 September 2016

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://halshs.archives-ouvertes.fr/halshs-01391013/file/16063.pdf

zbMATH Keywords

equivalent equilibriumgoods marketsinterest rates parity

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50)

Recommendations

• A note on the no arbitrage condition for international financial markets
• General equilibrium with trade balance and real interest rate parity
• Arbitrage and asset prices
• How to determine exchange rates under risk neutrality: a note
• Another look at the uncovered interest rate parity: have we missed the fundamentals?

Cites work

• A necessary and sufficient condition for the compactness of individually rational and feasible outcomes and the existence of an equilibrium
• Arbitrage and the Existence of Competitive Equilibrium
• Financial markets in continuous time. Translated from the French by Anna Kennedy
• On the different notions of arbitrage and existence of equilibrium
• The geometry of arbitrage and the existence of competitive equilibrium.

Cited in

(4)

• General equilibrium with trade balance and real interest rate parity
• A note on the no arbitrage condition for international financial markets
• Another look at the uncovered interest rate parity: have we missed the fundamentals?
• How to determine exchange rates under risk neutrality: a note

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