Forward-futures price differences in the UK commercial property market : arbitrage and marking-to-model explanations
Year of publication: |
2014
|
---|---|
Authors: | Stanescu, Silvia ; Tunaru, Radu ; Candradewi, Made Reina |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 34.2014, p. 177-188
|
Subject: | Total return swaps and futures | Panel data | Mean-reversion | Markov Chain Monte Carlo | Theorie | Theory | Markov-Kette | Markov chain | Großbritannien | United Kingdom | Gewerbeimmobilien | Commercial real estate | Arbitrage | Panel | Panel study | Swap | Monte-Carlo-Simulation | Monte Carlo simulation | Kapitaleinkommen | Capital income |
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