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A no-arbitrage perspective on global arbitrage opportunities

Augustin, Patrick; Chernov, Mikhail; Schmid, Lukas; … - 2020

Persistent link: https://www.econbiz.de/10012225663

Investing in the asset growth anomaly across the globe

Li, Xi; Sullivan, Rodney N. - In: Journal of investment management : JOIM 13 (2015) 4, pp. 87-107

Persistent link: https://www.econbiz.de/10011640402

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 …

Persistent link: https://www.econbiz.de/10011479686

Professionelles Portfoliomanagement : Aufbau, Umsetzung und Erfolgskontrolle strukturierter Anlagestrategien

Bruns, Christoph; Meyer-Bullerdiek, Frieder - 2020 - 6. Auflage

Persistent link: https://www.econbiz.de/10012133779

Professionelles Portfoliomanagement : Aufbau, Umsetzung und Erfolgskontrolle strukturierter Anlagestrategien

Bruns, Christoph; Meyer-Bullerdiek, Frieder - 2013 - 5., überarbeitete und erweiterte Auflage

Persistent link: https://www.econbiz.de/10014005997

Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? : evidence from cross-currency basis swaps

Hattori, Takahiro - In: International review of economics & finance : IREF 79 (2022), pp. 224-240

Persistent link: https://www.econbiz.de/10013343385

Die Bewertung von DM-Zinsswaps : Zinsdifferenzen zwischen DM-Swaps und DM-Anleihen

Kirschner, Wolfgang - 1998

Persistent link: https://www.econbiz.de/10000976169

The Persistent Widening of Cross-Currency Basis : When Increased FX Swap Demand Meets a Shortage of Global Arbitrage Capital

Nathan, Daniel; Ben Zeev, Nadav - 2022

the foreign exchange (FX) swap market predicts that shortage of global arbitrage capital (GAC), by making the FX swap … cross-currency basis. We use novel daily data on Israeli IIs’ and global banks’ FX swap flows to test this prediction within …

Persistent link: https://www.econbiz.de/10014238919

Kapitalmarkttheorie und Aktienmarktanalyse

Peters, Hans-Walter - 1987

Persistent link: https://www.econbiz.de/10012700067

International trade and the arbitrage principle

Vries, Casper G. de - 1989

Persistent link: https://www.econbiz.de/10000770874

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