Are there arbitrage gaps in the UK gilt strips market?
Year of publication: |
2012
|
---|---|
Authors: | Armitage, Seth ; Chakravarty, Shanti P. ; Hodgkinson, Lynn ; Wells, Jo |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 11, p. 3080-3090
|
Publisher: |
Elsevier |
Subject: | Gilt | Arbitrage | Anomalies | Law of one price | Market microstructure |
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