Forward-futures price differences in the UK commercial property market : arbitrage and marking-to-model explanations
Silvia Stanescu; Radu Tunaru; Made Reina Candradewi
| Year of publication: |
2014
|
|---|---|
| Authors: | Stanescu, Silvia ; Tunaru, Radu ; Candradewi, Made Reina |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 34.2014, p. 177-188
|
| Subject: | Total return swaps and futures | Panel data | Mean-reversion | Markov Chain Monte Carlo | Theorie | Theory | Markov-Kette | Markov chain | Großbritannien | United Kingdom | Arbitrage | Gewerbeimmobilien | Commercial real estate | Schätzung | Estimation | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Swap |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010529042