The determinants of a cross market arbitrage opportunity : theory and evidence for the European bond market
Marcelo Perlin; Alfonso Dufour; Chris Brooks
| Year of publication: |
2014
|
|---|---|
| Authors: | Perlin, Marcelo ; Dufour, Alfonso ; Brooks, Chris |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 10.2014, 3, p. 457-480
|
| Subject: | Arbitrage opportunities | Negative spreads | Market microstructure | Market efficiency | Arbitrage | Effizienzmarkthypothese | Efficient market hypothesis | Marktmikrostruktur | Theorie | Theory | Rentenmarkt | Bond market | Schätzung | Estimation |
| 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/10010399792