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Measuring Limits of Arbitrage...
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1
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
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2
Arbitrage
, martingales and bubbles
Gilles, Christian
- In:
Economics letters
60
(
1998
)
3
,
pp. 357-362
Persistent link: https://www.econbiz.de/10001251657
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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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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
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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
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6
Sukuk, banking system, and financial markets : rivals or complements?
Smaoui, Houcem
;
Mimouni, Karim
;
Temimi, Akram
- In:
Economics letters
161
(
2017
),
pp. 62-65
Persistent link: https://www.econbiz.de/10011903916
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7
Fixed income ETFs : primary market participation and resilience of liquidity during periods of stress
Aquilina, Matteo
;
Croxson, Karen
;
Valentini, Gian Giacomo
; …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509072
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8
A new class of duration measures
Au, Kelly T.
- In:
Economics letters
47
(
1995
)
3
,
pp. 371-375
Persistent link: https://www.econbiz.de/10001178199
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A
bond
pricing formula under a non-trivial, three-factor model of interest rates
Chen, Lin
- In:
Economics letters
51
(
1996
)
1
,
pp. 95-99
Persistent link: https://www.econbiz.de/10001199673
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Adding
bond
funds to M2 in the P-Star model of inflation
Becsi, Zsolt
- In:
Economics letters
46
(
1994
)
2
,
pp. 143-147
Persistent link: https://www.econbiz.de/10001168097
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