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No-arbitrage up to random horizon for quasi-left-continuous models

Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 21 (2017) 4, pp. 1103-1139

Persistent link: https://www.econbiz.de/10011944480

No-arbitrage under a class of honest times

Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 22 (2018) 1, pp. 127-159

Persistent link: https://www.econbiz.de/10011945638

Trading volume, illiquidity and commonalities in FX markets

Ranaldo, Angelo; Santucci de Magistris, Paolo - 2018

, volatility, and illiquidity, (ii) stronger commonalities pertain to more efficient (arbitrage-free) currencies, and (iii) the … Amihud (2002) measure, for which we provide a theoretical underpinning, is effective in measuring FX illiquidity. Not only do … method to measure FX illiquidity and commonality. For investors, these insights should increase the efficiency of trading and …

Persistent link: https://www.econbiz.de/10011946662

Market frictions and the pricing of sovereign credit default swaps

Rubia, Antonio; Sanchis-Marco, Lidia; Serrano, Pedro - In: Journal of international money and finance 60 (2016), pp. 223-252

Persistent link: https://www.econbiz.de/10011660873

Poverty lines as context deflators : a method to account for regional diversity with application to the Democratic Republic of Congo

Marivoet, Wim; Herdt, Tom de - In: The review of income and wealth : journal of the … 61 (2015) 2, pp. 329-352

Persistent link: https://www.econbiz.de/10011427645

Hicksian separability does not hold over space : implications for the design of household surveys and price questionnaires

Gibson, John K.; Kim, Bonggeun - In: Journal of development economics 114 (2015), pp. 34-40

Persistent link: https://www.econbiz.de/10011313733

Deflating profitability

Ball, Ray; Gerakos, Joseph; Linnainmaa, Juhani; … - In: Journal of financial economics 117 (2015) 2, pp. 225-248

Persistent link: https://www.econbiz.de/10011479890

Total factor productivity in cement industry

Pant, Meetakshi - In: Business analyst : a refereed journal of Shri Ram … 39 (2018) 2, pp. 77-87

Persistent link: https://www.econbiz.de/10012391542

Chasing real developments in Russia's government budget

Korhonen, Vesa - 2020

Persistent link: https://www.econbiz.de/10012388040

Trading strategies generated by Lyapunov functions

Karatzas, Ioannis; Ruf, Johannes - In: Finance and stochastics 21 (2017) 3, pp. 753-787

Persistent link: https://www.econbiz.de/10011944423

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