Arbitrage Costs and the Persistent Non-Zero CDS-Bond Basis : Evidence from Intraday Euro Area Sovereign Debt Markets
Year of publication: |
2017
|
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Authors: | Gyntelberg, Jacob |
Other Persons: | Hördahl, Peter (contributor) ; Ters, Kristyna (contributor) ; Urban, Jörg (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Eurozone | Euro area | Öffentliche Schulden | Public debt | Arbitrage | Öffentliche Anleihe | Public bond | Kreditderivat | Credit derivative |
Extent: | 1 Online-Ressource (45 p) |
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Series: | BIS Working Paper ; No. 631 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2017 erstellt |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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