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1
Arbitrage equilibria in large games with many commodities
Toraubally, Waseem A.
- In:
Economics letters
179
(
2019
),
pp. 24-28
Persistent link: https://www.econbiz.de/10012121676
Saved in:
2
Characteristics, covariances and structural breaks
Chou, Pin-huang
;
Ko, Kuan-cheng
- In:
Economics letters
100
(
2008
)
1
,
pp. 31-34
Persistent link: https://www.econbiz.de/10003747258
Saved in:
3
Explaining the single factor bias of arbitrage pricing models in finite samples
Harding, Matthew C.
- In:
Economics letters
99
(
2008
)
1
,
pp. 85-88
Persistent link: https://www.econbiz.de/10003723241
Saved in:
4
The price-dividend ratio and limits to arbitrage : evidence from a time-varying ESTR model
McMillan, David G.
- In:
Economics letters
91
(
2006
)
3
,
pp. 408-412
Persistent link: https://www.econbiz.de/10003333694
Saved in:
5
Equilibrium and efficiency of exchange rates in a silver-based monetary system : the cases of India and Iran
Hasan, Mohammad S.
- In:
Economics letters
93
(
2006
)
3
,
pp. 318-322
Persistent link: https://www.econbiz.de/10003398789
Saved in:
6
Mechanism design for arbitrary type spaces
Skreta, Vasiliki
- In:
Economics letters
91
(
2006
)
2
,
pp. 293-299
Persistent link: https://www.econbiz.de/10003327906
Saved in:
7
Collateral once again
Orrillo, Jaime
- In:
Economics letters
87
(
2005
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10002688672
Saved in:
8
An extension of the maximum score estimator for disequilibrium models
Mayer, Walter James
- In:
Economics letters
64
(
1999
)
2
,
pp. 143-149
Persistent link: https://www.econbiz.de/10001399214
Saved in:
9
Arbitrage, martingales and bubbles
Gilles, Christian
- In:
Economics letters
60
(
1998
)
3
,
pp. 357-362
Persistent link: https://www.econbiz.de/10001251657
Saved in:
10
Estimating the arbitrage pricing theory with observed macro factors
Elder, John
- In:
Economics letters
55
(
1997
)
2
,
pp. 241-246
Persistent link: https://www.econbiz.de/10001227342
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