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Kapitalmarkttheorie und Aktienmarktanalyse
Peters, Hans-Walter - 1987
Persistent link: https://www.econbiz.de/10000709378
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Global risk premia on international investments
Oertmann, Peter - 1997
Persistent link: https://www.econbiz.de/10000958922
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Kapitalmarkttheorie und Aktienmarktanalyse
Peters, Hans-Walter - 1987
Persistent link: https://www.econbiz.de/10012700067
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The economics of financial markets
Bailey, Roy E. - 2005
asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the … APT model of asset prices. Methods for the empirical evaluation of CAPM and APT are also discussed, together with the … volatility of asset prices, the intertemporal CAPM and the equity premium puzzle. An analysis of bond contracts leads into an …
Persistent link: https://www.econbiz.de/10011479686
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International trade and the arbitrage principle
Vries, Casper G. de - 1989
Persistent link: https://www.econbiz.de/10000770874
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Arbitrage international commercial
Sanders, Pieter (ed.) - 1956
Persistent link: https://www.econbiz.de/10000105633
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Arbitrage international commercial ; 2
Sanders, Pieter (ed.) - 1960
Persistent link: https://www.econbiz.de/10003078375
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Modelling the currency forward risk premium : a new perspective
Bhar, Ramaprasad; Chiarella, Carl; Pham, Toan M. - In: Asia-Pacific financial markets 8 (2001) 4, pp. 341-360
Persistent link: https://www.econbiz.de/10001712363
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A No-Arbitrage Perspective on Global Arbitrage Opportunities
Augustin, Patrick - 2020
We revisit the recent literature on persistent deviations from covered interest parity (CIP) by showing theoretically that CIP violations imply arbitrage opportunities only if uncollateralized interbank lending rates are riskless. In the absence of observable riskless discount rates, we extract...
Persistent link: https://www.econbiz.de/10012481814
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International Volatility Arbitrage
Tosi, Adriano - 2018
Are options on exchange-traded products (ETPs) and indexes consistently priced internationally? The cross-section of international option returns exhibits a mispricing by sorting on ex-ante volatility returns. In addition, selling international ETP options and buying their corresponding index...
Persistent link: https://www.econbiz.de/10012915950