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Limits of Arbitrage : Theory a...
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Gabaix, Xavier
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Krishnamurthy, Arvind
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Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market
Gabaix, Xavier
;
Krishnamurthy, Arvind
;
Vigneron, Olivier
- In:
The journal of finance : the journal of the American …
62
(
2007
)
2
,
pp. 557-596
Persistent link: https://www.econbiz.de/10007601927
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2
LIMITS OF ARBITRAGE: THEORY AND EVIDENCE FROM THE MORTGAGE-BACKED SECURITIES MARKET
Gabaix, Xavier
;
Krishnamurthy, Arvind
;
Vigneron, Olivier
-
2005
Persistent link: https://www.econbiz.de/10006956751
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3
Risk analysis - Hammers and nails - Excess regard for the techniques we know can lead to these methods being misapplied. Risk managers too often fall into this trap.
Fermanian, Jean-David
;
Vigneron, Olivier
- In:
Risk : managing risk in the world's financial markets
23
(
2010
)
2
,
pp. 91-92
Persistent link: https://www.econbiz.de/10008385405
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4
Power laws in economics and finance
Gabaix, Xavier
- In:
Annual review of economics
1
(
2009
),
pp. 255-293
Persistent link: https://www.econbiz.de/10009904877
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5
A comparative study of single-phase and two-phase approaches for the layout problem with material handling costs
Al-Araidah, O.
;
Krishnamurthy, A.
;
Malmborg, C.J.
- In:
International journal of production research : American …
45
(
2007
)
4
,
pp. 951-970
Persistent link: https://www.econbiz.de/10007597272
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6
SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
Knight, Keith
;
Barnabani, M.
;
Caner, M.
;
Caner, M.
; …
- In:
Econometric theory
24
(
2008
)
2
,
pp. 323-337
Persistent link: https://www.econbiz.de/10007912728
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7
What Should Central Banks Do? - A Conference Sponsored by the Federal Reserve Bank of Cleveland October 27-29, 1999 - Comment - Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank
Krishnamurthy, Arvind
- In:
Journal of money, credit and banking : JMCB
32
(
2000
)
3
,
pp. 639-640
Persistent link: https://www.econbiz.de/10006662240
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8
The bond-old-bond spread
Krishnamurthy, Arvind
- In:
Journal of financial economics
66
(
2002
)
2
,
pp. 463-506
Persistent link: https://www.econbiz.de/10006508355
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9
PAPERS - Liquidity Shortages and Financial Crises - A Dual Liquidity Model for Emerging Markets
Caballero, Ricardo J.
;
Krishnamurthy, Arvind
- In:
The American economic review
92
(
2002
)
2
,
pp. 33-37
Persistent link: https://www.econbiz.de/10006827035
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10
BOOK REVIEWS - Capital Flows and Financial Crises
Miles, Kahler
;
Krishnamurthy, Arvind
- In:
Journal of economic literature
38
(
2000
)
1
,
pp. 140
Persistent link: https://www.econbiz.de/10006838936
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