The laws of motion of the broker call rate in the United States
Year of publication: |
2019
|
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Authors: | Garivaltis, Alex |
Published in: |
International Journal of Financial Studies. - Basel : MDPI, ISSN 2227-7072. - Vol. 7.2019, 4, p. 1-23
|
Publisher: |
Basel : MDPI |
Subject: | arbitrage pricing | broker call rate | call money rate | Kelly criterion | margin loans | mean-reverting processes | monopoly pricing | net interest margin | risk premium | vasicek model |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/ijfs7040056 [DOI] 1688151974 [GVK] hdl:10419/257654 [Handle] |
Classification: | C22 - Time-Series Models ; c58 ; D42 - Monopoly ; D53 - Financial Markets ; E17 - Forecasting and Simulation ; E31 - Price Level; Inflation; Deflation ; E41 - Demand for Money ; G17 - Financial Forecasting ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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The laws of motion of the broker call rate in the United States
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