Arbitrage costs and the persistent non-zero CDS-bond basis : evidence from intraday euro area sovereign debt markets
Year of publication: |
April 2017
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Authors: | Gyntelberg, Jacob ; Hördahl, Peter ; Ters, Kristyna ; Urban, Jörg |
Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
Subject: | Eurozone | Euro area | Öffentliche Schulden | Public debt | Arbitrage | Öffentliche Anleihe | Public bond | Kreditderivat | Credit derivative |
Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
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Series: | Working papers / Bank for International Settlements. - Basle, ISSN 1682-7678, ZDB-ID 2467027-3. - Vol. no 631 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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