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1
Time-varying
arbitrage
and dynamic price discovery
Frijns, Bart
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
Saved in:
2
The reality game
Cherkashin, Dmitriy
;
Farmer, J. Doyne
;
Lloyd, Seth
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1091-1105
Persistent link: https://www.econbiz.de/10003844187
Saved in:
3
Effective securities in
arbitrage
-free markets with bid-ask spreads at liquidation: a linear programming characterization
Baccara, Mariagiovanna
;
Battauz, Anna
;
Ortu, Fulvio
- In:
Journal of economic dynamics & control
30
(
2006
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10003251151
Saved in:
4
Arbitrage
and universal pricing
Luenberger, David G.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10001668459
Saved in:
5
European spreads at the interest rate lower bound
Coroneo, Laura
;
Pastorello, Sergio
- In:
Journal of economic dynamics & control
119
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503797
Saved in:
6
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
7
Unconventional government debt purchases as a supplement to conventional monetary policy
Ellison, Martin
;
Tischbirek, Andreas
- In:
Journal of economic dynamics & control
43
(
2014
),
pp. 199-217
Persistent link: https://www.econbiz.de/10010470118
Saved in:
8
Optimal funding rules
Pesaran, Bahram
- In:
Journal of economic dynamics & control
21
(
1997
)
2
,
pp. 329-345
Persistent link: https://www.econbiz.de/10001215825
Saved in:
9
Large-scale bond purchases in a currency union with segmentation in the market for government debt
Tischbirek, Andreas
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 37-69
Persistent link: https://www.econbiz.de/10012004904
Saved in:
10
Sovereign risk, bank funding and investors' pessimism
Faia, Ester
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 79-96
Persistent link: https://www.econbiz.de/10011817603
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