The implied arbitrage mechanism in financial markets
Year of publication: |
2021
|
---|---|
Authors: | Shiyi, Chen ; Chng, Michael T. ; Liu, Qingfu |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 1,2, p. 468-483
|
Subject: | Carry-cost adjusted basis | Limits to arbitrage | No-arbitrage band | Arbitrage | Finanzmarkt | Financial market | Arbitrage Pricing | Arbitrage pricing | Kapitalmarkttheorie | Financial economics |
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