ETF arbitrage under liquidity mismatch
Year of publication: |
2017
|
---|---|
Authors: | Pan, Kevin ; Zeng, Yao |
Publisher: |
Frankfurt a. M. : European Systemic Risk Board (ESRB), European System of Financial Supervision |
Subject: | Authorized participants | arbitrage | corporate bond | exchange-traded funds | liquidity mismatch |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-95210-46-2 |
Other identifiers: | 10.2849/328955 [DOI] 1067464816 [GVK] hdl:10419/193566 [Handle] RePEc:srk:srkwps:201759 [RePEc] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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