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An extension of the maximum score estimator for disequilibrium models
Mayer, Walter James - In: Economics letters 64 (1999) 2, pp. 143-149
Persistent link: https://www.econbiz.de/10001399214
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Estimating the arbitrage pricing theory with observed macro factors
Elder, John - In: Economics letters 55 (1997) 2, pp. 241-246
Persistent link: https://www.econbiz.de/10001227342
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Arbitrage, martingales and bubbles
Gilles, Christian - In: Economics letters 60 (1998) 3, pp. 357-362
Persistent link: https://www.econbiz.de/10001251657
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Equilibrium and efficiency of exchange rates in a silver-based monetary system : the cases of India and Iran
Hasan, Mohammad S. - In: Economics letters 93 (2006) 3, pp. 318-322
Persistent link: https://www.econbiz.de/10003398789
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Arbitrage equilibria in large games with many commodities
Toraubally, Waseem A. - In: Economics letters 179 (2019), pp. 24-28
Persistent link: https://www.econbiz.de/10012121676
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Collateral once again
Orrillo, Jaime - In: Economics letters 87 (2005) 1, pp. 27-33
Persistent link: https://www.econbiz.de/10002688672
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The price-dividend ratio and limits to arbitrage : evidence from a time-varying ESTR model
McMillan, David G. - In: Economics letters 91 (2006) 3, pp. 408-412
Persistent link: https://www.econbiz.de/10003333694
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Characteristics, covariances and structural breaks
Chou, Pin-huang; Ko, Kuan-cheng - In: Economics letters 100 (2008) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10003747258
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Explaining the single factor bias of arbitrage pricing models in finite samples
Harding, Matthew C. - In: Economics letters 99 (2008) 1, pp. 85-88
Persistent link: https://www.econbiz.de/10003723241
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Mechanism design for arbitrary type spaces
Skreta, Vasiliki - In: Economics letters 91 (2006) 2, pp. 293-299
Persistent link: https://www.econbiz.de/10003327906