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~isPartOf:"Annals of finance"
~isPartOf:"Discussion paper series"
~isPartOf:"Economics letters"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of banking & finance"
~subject:"Arbitrage pricing"
~subject:"Geldpolitik"
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Arbitrage pricing
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1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
Financial market globalization, nonconvergence and credit cycles
Ho, Wai-Hong
- In:
Annals of finance
13
(
2017
)
2
,
pp. 153-180
Persistent link: https://www.econbiz.de/10011944974
Saved in:
3
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
4
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
5
Excess liquidity, bank pricing rules, and monetary policy
Agénor, Pierre-Richard
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003759136
Saved in:
6
Monetary policy and external shocks in a dollarized economy with credit market imperfections
Alper, Koray
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003585321
Saved in:
7
Credit market imperfections and the monetary transmission mechanism part I : fixed exchange rates
Agénor, Pierre-Richard
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003375989
Saved in:
8
Behavioral arbitrage with collateral and uncertain deliveries
Barbachan, José Santiago Fajardo
- In:
Annals of finance
6
(
2010
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003941217
Saved in:
9
Excess liquidity, bank pricing rules, and monetary policy
Agénor, Pierre-Richard
;
El Aynaoui, Karim
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 923-933
Persistent link: https://www.econbiz.de/10003971301
Saved in:
10
Using Tucher's theorem of the alternative to simplify, review and expand discrete arbitrage theory
Kallio, Markku
;
Ziemba, William T.
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2281-2302
Persistent link: https://www.econbiz.de/10003522917
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