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A dynamic equilibrium model of ETFs
Malamud, Semyon - 2016
Persistent link: https://www.econbiz.de/10011544477
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ECU interest rates and ECU basket adjustments : an arbitrage pricing approach
Klein, Martin; Müller, Sigrid M. - 1990
Persistent link: https://www.econbiz.de/10000798837
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The dynamics of financially constrained arbitrage
Gromb, Denis; Vayanos, Dimitri - 2015
Persistent link: https://www.econbiz.de/10010495451
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Central bank swap lines
Bahaj, Saleem; Reis, Ricardo - 2018
Persistent link: https://www.econbiz.de/10011934159
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A generalized portfolio approach to limited risk arbitrage : evidence from the MSCI global index change
Hau, Harald - 2007
Persistent link: https://www.econbiz.de/10003432305
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Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun - 2009
Persistent link: https://www.econbiz.de/10003856731
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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010363319
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Liquidity risk and the dynamics of arbitrage capital
Kondor, Péter; Vayanos, Dimitri - 2014
Persistent link: https://www.econbiz.de/10010363538
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On the role of arbitrageurs in rational markets
Başak, Suleyman; Croitoru, Benjamin - 2004
Persistent link: https://www.econbiz.de/10002524596
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A theory of slow-moving capital and contagion
Acharya, Viral V.; Shin, Hyun Song; Yorulmazer, Tanju - 2009
Persistent link: https://www.econbiz.de/10003814480