Non-Negativity of Nominal and Real Riskless Rates, Arbitrage Theory, and the Null-Alternative Cash
Year of publication: |
2004
|
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Authors: | Wilhelm, Jochen ; Nietert, Bernhard |
Institutions: | Fakultät für Wirtschaftswissenschaften, Universität Passau |
Subject: | arbitrage theory | inflation | non-negativity of spot and forward rates | short selling constraints |
Extent: | application/pdf |
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Series: | Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. - ISSN 1435-3539. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 11 |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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Non-Negativity of Nominal and Real Riskless Rates, Arbitrage Theory, and the Null-Alternative Cash
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