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How Far Apart Can Two Riskless...
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Caporale, Guglielmo Maria
62
Friedman, Benjamin M.
56
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55
Akram, Tanweer
54
Cebula, Richard J.
48
Belke, Ansgar
47
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46
Taylor, Alan M.
46
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43
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42
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41
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41
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40
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40
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39
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38
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37
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37
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37
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35
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34
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33
Christiano, Lawrence J.
32
Jarrow, Robert A.
32
Libecap, Gary D.
32
Memmel, Christoph
32
Edwards, Sebastian
30
Foss, Nicolai J.
30
Wieland, Volker
30
Arruñada, Benito
29
Borio, Claudio E. V.
29
Campbell, John Y.
29
Gambacorta, Leonardo
29
Jordà, Òscar
29
Fabozzi, Frank J.
28
Jouini, Elyès
28
Artus, Patrick
27
Berument, Hakan
27
Fuerst, Timothy S.
27
Gerlach, Stefan
27
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Edward Elgar Publishing
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of Cleveland
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98
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The journal of real estate finance and economics
81
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77
International review of financial analysis
77
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77
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76
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
72
European economic review : EER
72
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ECONIS (ZBW)
RePEc
594
EconStor
533
USB Cologne (EcoSocSci)
264
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183
BASE
40
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1
Transactions costs and interest
arbitrage
tranquil versus turbulent periods
Frenkel, Jacob A.
;
Levich, Richard M.
- In:
Journal of political economy
85
(
1977
)
6
,
pp. 1209-1226
Persistent link: https://www.econbiz.de/10003552970
Saved in:
2
Arbitrage
equilibrium with transaction costs
Niehans, Jürg
- In:
Journal of money, credit and banking : JMCB
26
(
1994
)
2
,
pp. 249-270
Persistent link: https://www.econbiz.de/10001167206
Saved in:
3
Covered
arbitrage
in foreign exchange markets with forward forward contracts in interest rates : reply
Ghosh, Dilip K.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 121-125
Persistent link: https://www.econbiz.de/10001377610
Saved in:
4
Covered
arbitrage
in foreign exchange markets with forward forward contracts in interest rates : comment
Batlin, Carl A.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001377612
Saved in:
5
Critical transaction costs and 1-step asymptotic
arbitrage
in fractional binary markets
Cordero, Fernando
;
Perez-Ostafe, Lavinia
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403853
Saved in:
6
Estimating unknown
arbitrage
costs : evidence from a three-regime threshold vector error correction model
Ters, Kristyna
;
Urban, Jörg
-
2018
Persistent link: https://www.econbiz.de/10011865846
Saved in:
7
No-
arbitrage
pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
8
Price dynamics, the law of one price, and quantile regressions
Santeramo, Fabio Gaetano
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
3
,
pp. 513-528
Persistent link: https://www.econbiz.de/10013399789
Saved in:
9
Duality and
arbitrage
with transactions costs : theory and applications
Stutzer, Michael J.
-
1989
Persistent link: https://www.econbiz.de/10000779926
Saved in:
10
Transaction costs and interest
arbitrage
: tranquil versus turbulent periods
Frenkel, Jacob A.
;
Levich, Richard M.
-
1976
Persistent link: https://www.econbiz.de/10000780348
Saved in:
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