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Negative swap spreads and limited arbitrage
Jermann, Urban J. - In: The review of financial studies 33 (2020) 1, pp. 212-238
Persistent link: https://www.econbiz.de/10012135552
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Speculation and the bond market : an empirical no-arbitrage framework
Barillas, Francisco; Nimark, Kristoffer P. - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4179-4203
Persistent link: https://www.econbiz.de/10012118552
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Limits to arbitrage and interest rates : a debate among Keynes, Hawtrey, and Hicks
Brillant, Lucy - In: Journal of the history of economic thought 40 (2018) 3, pp. 335-351
Persistent link: https://www.econbiz.de/10011957636
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Interest on reserves and arbitrage in post-crisis money markets
Keating, Thomas; Macchiavelli, Marco - 2017
Currently, Eurodollars and fed funds markets combined trade about $220 billion in funds daily, the vast majority of which with overnight tenor. In this paper, we document several features of these wholesale unsecured dollar funding markets. Using daily confidential data on wholesale unsecured...
Persistent link: https://www.econbiz.de/10011803726
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Interest on Reserves and Arbitrage in Post-Crisis Money Markets
Keating, Thomas; Macchiavelli, Marco - 2020
document several salient features of IOR arbitrage trades …
Persistent link: https://www.econbiz.de/10014093114
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Short Interest in Exchange-Traded Funds
Madura, Jeff - 2010
Short selling exchange-traded funds (ETFs) has become a common means of speculating or hedging in response to pessimistic expectations about a specific market or sector, as the short interest of ETFs is more than 10 times that of individual stocks, on average. We determine that sector-based ETFs...
Persistent link: https://www.econbiz.de/10013142124
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A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers
Gourinchas, Pierre-Olivier; Ray, Walker; Vayanos, Dimitri - 2022
Persistent link: https://www.econbiz.de/10013162700
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Financial regulatory arbitrage and the financialization of commodities
Zheng, Zunxin; Zhang, Gaiyan; Ni, Yingzhao - In: The journal of futures markets 44 (2024) 5, pp. 826-853
Persistent link: https://www.econbiz.de/10014536691
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Banks and Tax-Exempt Debt Arbitrage
Hines, James R.; Horton, Emily - National Bureau of Economic Research - 2024
rule limits arbitrage opportunities by restricting associated interest expense deductions. Prior to 1986, U.S. banks were … absence of a tax benefit from arbitrage appears not only in observed bond yields, but also in banks' considerable unused …
Persistent link: https://www.econbiz.de/10014635610
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Credit access and borrowing costs in Poland's agricultural credit market: a hedonic pricing approach
Petrick, Martin; Latruffe, Laure - 2003
den nominalen Zinssatz als auch zusätzliche Transaktionskosten umfasst, werden die Determinanten der Kreditkosten … die Wirkung der staatlichen Zinssubventionierung durch gesteigerte Transaktionskosten und adverse Selektion von …
Persistent link: https://www.econbiz.de/10010299404