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Rational limits to arbitrage
Zigrand, Jean-Pierre - 2001
Persistent link: https://www.econbiz.de/10001621450
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A general equilibrium analysis of strategic arbitrage
Zigrand, Jean-Pierre - In: Journal of mathematical economics 40 (2004) 8, pp. 923-952
Persistent link: https://www.econbiz.de/10002389270
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Rational asset pricing implications from realistic trading frictions
Zigrand, Jean-Pierre - In: The journal of business : B 78 (2005) 3, pp. 871-892
Persistent link: https://www.econbiz.de/10003050636
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What do network theory and endogenous risk theory have to say about the effects of central counterparties on systemic stability?
Zigrand, Jean-Pierre - In: Financial stability review : FSR 14 (2010), pp. 153-160
Persistent link: https://www.econbiz.de/10008647155
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Endogenous market integration, manipulation and limits to arbitrage
Zigrand, Jean-Pierre - In: Journal of mathematical economics 42 (2006) 3, pp. 301-314
Persistent link: https://www.econbiz.de/10003322710
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Arbitrage and endogenous market integration
Zigrand, Jean-Pierre - 1999
Persistent link: https://www.econbiz.de/10001379442
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What happens when you regulate risk? : Evidence from a simple equilibrium model
Daníelsson, Jón; Zigrand, Jean-Pierre - 2001
Persistent link: https://www.econbiz.de/10001622266
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Asset price dynamics with value-at-risk constrained traders
Daníelsson, Jón; Shin, Hyun Song; Zigrand, Jean-Pierre - 2001
Persistent link: https://www.econbiz.de/10001622267
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On physics and finance
Zigrand, Jean-Pierre - 2001
Persistent link: https://www.econbiz.de/10001558476
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[Rezension von: Spencer, Peter D., The structure and regulation of financial markets]
Zigrand, Jean-Pierre - In: The economic journal : the journal of the Royal … 112 (2002), pp. F166-167
Persistent link: https://www.econbiz.de/10001650327