The microstructure of covered interest arbitrage in a market with a dominant market maker
| Year of publication: |
2013
|
|---|---|
| Authors: | Liu, Hao-Chen ; Witte, Mark David |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 24.2013, p. 25-41
|