Showing 1 - 10 of 301
In this paper we discuss the pricing of commercial real estate index linked swaps (CREILS). This particular pricing problem has been studied by Buttimer et al. (1997) in a previous paper. We show that their results are only approximately correct and that the true theoretical price of the swap is...
Persistent link: https://www.econbiz.de/10001645586
Persistent link: https://www.econbiz.de/10000984252
While many studies have documented deviations from the Law of One Price in international settings, evidence is scarce on the extent to which consumers take advantage of price differentials and engage in cross border shopping. We use data from 287 Swedish municipalities to estimate how responsive...
Persistent link: https://www.econbiz.de/10002609537
Persistent link: https://www.econbiz.de/10000893698
Persistent link: https://www.econbiz.de/10000953743
Persistent link: https://www.econbiz.de/10000953744
Persistent link: https://www.econbiz.de/10000955669
Persistent link: https://www.econbiz.de/10000958068
Persistent link: https://www.econbiz.de/10000958387
Persistent link: https://www.econbiz.de/10000958392