Inter-variety equilibrium of Chinese treasury futures
Year of publication: |
2022
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Authors: | Wang, Jinzhong ; Zhong, Hong ; Yu, Zhenjie |
Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1235, ZDB-ID 2726227-3. - Vol. 55.2022, 2, p. 261-290
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Subject: | Arbitrage-free Equilibrium | Arbitrage-free Interval | Inter-variety Arbitrage | Deviation | Arbitrage | Arbitrage Pricing | Arbitrage pricing | China | Staatspapier | Government securities | CAPM | Gleichgewichtstheorie | Equilibrium theory | Zinsderivat | Interest rate derivative |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3790/ccm.55.2.261 [DOI] hdl:10419/293936 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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