Limits of arbitrage : theory and evidence from the mortgage-backed securities market
Year of publication: |
2005
|
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Authors: | Gabaix, Xavier ; Krishnamurthy, Arvind ; Vigneron, Olivier |
Publisher: |
Cambridge, Mass. : National Bureau of Economic Research |
Subject: | Kapitalanlage | Financial investment | Asset-Backed Securities | Asset-backed securities | Hypothek | Mortgage | Arbitrage Pricing | Arbitrage pricing | Anlageverhalten | Behavioural finance |
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