Is arbitrage dead? - The swap market isn't what it used to be. Dealers complain the arbitrage between swaps and bonds is no longer there. Is this seasonal, or a sea change?
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|Authors:||Duyn, Aline van|
Euromoney. - London : Euromoney Publ, ISSN 0014-2433, ZDB-ID 1902325. - 1995, p. 80-83