Limits of arbitrage : theory and evidence from the mortgage-backed securities market
Xavier Gabaix, Arvind Krishnamurthy and Olivier Vigneron
| Year of publication: |
2007
|
|---|---|
| Authors: | Gabaix, Xavier ; Krishnamurthy, Arvind ; Vigneron, Olivier |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 62.2007, 2, p. 557-595
|
| Subject: | Kapitalanlage | Financial investment | Asset-Backed Securities | Asset-backed securities | Hypothek | Mortgage | Arbitrage Pricing | Arbitrage pricing | Anlageverhalten | Behavioural finance |
| 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/10003445022