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Kapitalmarkttheorie und Aktienmarktanalyse
Peters, Hans-Walter - 1987
Persistent link: https://www.econbiz.de/10000709378
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International trade and the arbitrage principle
Vries, Casper G. de - 1989
Persistent link: https://www.econbiz.de/10000770874
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Modelling the currency forward risk premium : a new perspective
Bhar, Ramaprasad; Chiarella, Carl; Pham, Toan M. - In: Asia-Pacific financial markets 8 (2001) 4, pp. 341-360
Persistent link: https://www.econbiz.de/10001712363
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International Volatility Arbitrage
Tosi, Adriano - 2018
Are options on exchange-traded products (ETPs) and indexes consistently priced internationally? The cross-section of international option returns exhibits a mispricing by sorting on ex-ante volatility returns. In addition, selling international ETP options and buying their corresponding index...
Persistent link: https://www.econbiz.de/10012915950
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The Persistent Widening of Cross-Currency Basis : When Increased FX Swap Demand Meets a Shortage of Global Arbitrage Capital
Nathan, Daniel; Ben Zeev, Nadav - 2022
interest rate parity) for a wide range of currencies with respect to the dollar since the global financial crisis. Theory of …
Persistent link: https://www.econbiz.de/10014238919
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Global risk premia on international investments
Oertmann, Peter - 1997
Persistent link: https://www.econbiz.de/10000958922
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Arbitrage crashes and the speed of capital
Mitchell, Mark; Pulvino, Todd - In: Journal of financial economics 104 (2012) 3, pp. 469-490
Persistent link: https://www.econbiz.de/10009622475
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The role of sentiment in global risk premia
Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
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Hedging, arbitrage, and the financialization of commodities markets
Tropeano, Domenica - In: International journal of political economy : a journal … 45 (2016) 3, pp. 241-256
Persistent link: https://www.econbiz.de/10011699731
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Kapitalmarkttheorie und Aktienmarktanalyse
Peters, Hans-Walter - 1987
Persistent link: https://www.econbiz.de/10012700067