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Asset arbitrage and the price of oil
Arora, Vipin; Tyers, Rod - In: Economic Modelling 29 (2012) 2, pp. 142-150
asset arbitrage made a large contribution to the high pre-GFC oil price. …
Persistent link: https://www.econbiz.de/10010573330
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Dynamics of arbitrage
Ederington, Louis H.; Fernando, Chitru S.; Holland, … - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 4, pp. 1350-1380
Persistent link: https://www.econbiz.de/10012523334
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Financial regulatory arbitrage and the financialization of commodities
Zheng, Zunxin; Zhang, Gaiyan; Ni, Yingzhao - In: The journal of futures markets 44 (2024) 5, pp. 826-853
Persistent link: https://www.econbiz.de/10014536691
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Frequency dynamics of volatility spillovers among crude oil and international stock markets : the role of the interest rate
Wang, Xunxiao - In: Energy economics 91 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012518567
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Arbitrage, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo; Webb, Alexander - In: The journal of futures markets 42 (2022) 3, pp. 492-524
Persistent link: https://www.econbiz.de/10012817947
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Arbitrageur behavior in sentiment-driven asset-pricing
Kilic, Erdem; Göksel, Oğuzhan - In: Annals of financial economics 16 (2021) 3, pp. 1-37
Persistent link: https://www.econbiz.de/10013185459
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Building trust takes time : limits to arbitrage for blockchain-based assets
Hautsch, Nikolaus; Scheuch, Christoph; Voigt, Stefan - In: Review of finance : journal of the European Finance … 28 (2024) 4, pp. 1345-1381
Persistent link: https://www.econbiz.de/10015046188
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Two resolutions of the margin loan pricing puzzle
Garivaltis, Alex - In: Research in economics : an international review of economics 73 (2019) 2, pp. 199-207
Persistent link: https://www.econbiz.de/10012305936
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ETFs, arbitrage, and contagion
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2011
Persistent link: https://www.econbiz.de/10009507310
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Arbitragemöglichkeiten bei fixen Aktien- und Aktienindextermingeschäften : vertieft am Beispiel von DAX-Futures mit unterschiedlicher Laufzeit
Neumann, Kai - 1999
Der Autor analysiert die theoretische und empirische Preisbeziehung zwischen fixen Aktienindexterminkontrakten auf den gleichen Kontraktgegenstand (DAX) mit unterschiedlicher Fälligkeit. Die Untersuchung dieser Beziehung ist von der empirischen Kapitalmarktforschung bislang mit Hinweis auf die...
Persistent link: https://www.econbiz.de/10011401952