The implied arbitrage mechanism in financial markets
Shiyi Chen, Michael T. Chng, Qingfu Liu
| Year of publication: |
2021
|
|---|---|
| Authors: | Shiyi, Chen ; Chng, Michael T. ; Liu, Qingfu |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 1,2, p. 468-483
|
| Subject: | Carry-cost adjusted basis | Limits to arbitrage | No-arbitrage band | Arbitrage | Finanzmarkt | Financial market | Theorie | Theory | Arbitrage Pricing | Arbitrage pricing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.07.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619708