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person:"Hoesli, Martin"
~person:"Kabanov, Jurij M."
~subject:"Small open economy"
~subject:"Theorie"
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Search: subject_exact:"Arbitrage pricing theory"
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Small open economy
Theorie
Arbitrage Pricing
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Hoesli, Martin
Kabanov, Jurij M.
Rudebusch, Glenn D.
16
Diebold, Francis X.
13
Le Van, Cuong
12
Vayanos, Dimitri
12
Christensen, Jens H. E.
10
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7
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7
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6
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6
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Wooders, Myrna Holtz
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Kondor, Péter
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Lepinette, Emmanuel
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ECONIS (ZBW)
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No arbitrage of the first kind and local martingale numéraires
Kabanov, Jurij M.
;
Kardaras, Constantinos
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1097-1108
Persistent link: https://www.econbiz.de/10011570475
Saved in:
2
Small transaction costs, absence of arbitrage and consistent price systems
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10009562323
Saved in:
3
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10009423233
Saved in:
4
The determinants of stock returns in a small open economy
Cauchie, Séverine
;
Hoesli, Martin
;
Isakov, Dušan
-
2002
Persistent link: https://www.econbiz.de/10001707035
Saved in:
5
Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10003697408
Saved in:
6
In discrete time a local martingale is a martingale under an equivalent probability measure
Kabanov, Jurij M.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 293-297
Persistent link: https://www.econbiz.de/10003899176
Saved in:
7
The determinants of stock returns in a small open economy
Cauchie, Séverine
;
Hoesli, Martin
;
Isakov, Dušan
- In:
International review of economics & finance : IREF
13
(
2004
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10002030581
Saved in:
8
On the closedness of sums of convex cones in L O and the robust no-arbitrage property
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001772721
Saved in:
9
The determinants of stock returns : an analysis of industrial sector indices
Cauchie, Séverine
;
Hoesli, Martin
;
Isakov, Dušan
-
2002
Persistent link: https://www.econbiz.de/10001655801
Saved in:
10
No-arbitrage criteria for financial markets with efficient friction
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 371-382
Persistent link: https://www.econbiz.de/10001680685
Saved in:
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