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Neoclassical finance
Ross, Stephen A. - 2005
Persistent link: https://www.econbiz.de/10002151540
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Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes - 2000
explanation for the surprising fact that continuous-time arbitrage-free markets are complete under weak technical conditions. …
Persistent link: https://www.econbiz.de/10011544749
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Analysing cross-currency basis spreads
Baran, Jaroslav; Witzany, Jiří - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 10, pp. 1002-1030
Persistent link: https://www.econbiz.de/10012152949
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A note on the pricing of real estate index linked swaps
Björk, Tomas; Clapham, Eric - 2002
correct and that the true theoretical price of the swap is in fact equal to zero. This result is shown to hold regardless of …
Persistent link: https://www.econbiz.de/10010281429
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Demand-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuiri - 2022
Persistent link: https://www.econbiz.de/10013172797
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Demand-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuiri - 2022
Persistent link: https://www.econbiz.de/10013175025
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Extraterritoriality of swaps regulation and regulatory arbitrage
D'Avino, Carmela - In: Journal of regulatory economics 56 (2019) 2/3, pp. 167-187
Persistent link: https://www.econbiz.de/10012301103
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Investigating the cross currency basis in EURUSD and EURGBP
Heidorn, Thomas; Mamadalizoda, Nekruz - 2019
constraints to arbitrage. Furthermore, we carry out a term structure analysis, showing the varying dynamics of CIP violations …
Persistent link: https://www.econbiz.de/10012115798
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Breakdown of covered interest parity : mystery or myth?
Wong, Alfred Y.; Zhang, Jiayue - 2017
Persistent link: https://www.econbiz.de/10012201638
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Demand-and-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuri - In: Journal of financial economics 154 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015072199