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The microstructure of covered interest arbitrage in a market with a dominant market maker
Liu, Hao-chen; Witte, Mark David - In: Journal of international financial markets, … 24 (2013), pp. 25-41
Persistent link: https://www.econbiz.de/10009726481
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Limits to arbitrage and the term structure of CIP violations
Wohlfarth, Paul; Chen, Xiaohong - In: Journal of international financial markets, … 95 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015063604
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A new approach to international arbitrage pricing
Bansal, Ravi - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1719-1747
Persistent link: https://www.econbiz.de/10001155970
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Sequential tests of the arbitrage theory : a comparison of principal components and maximum likelihood factors
Shukla, Ravi - In: The journal of finance : the journal of the American … 45 (1990) 5, pp. 1541-1564
Persistent link: https://www.econbiz.de/10001103794
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Arbitrage asset pricing under exchange risk
Ikeda, Shinsuke - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 447-455
Persistent link: https://www.econbiz.de/10001106438
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Transformed securities and alternative factor structures
Huang, Roger D. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 397-405
Persistent link: https://www.econbiz.de/10001124485
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International arbitrage pricing theory with market imperfections : a note
Fang, Hsing - In: Journal of international financial markets, … 2 (1992) 1, pp. 47-56
Persistent link: https://www.econbiz.de/10001127309
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The current state of the arbitrage pricing theory
Shanken, Jay - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1569-1574
Persistent link: https://www.econbiz.de/10001133682
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Reference variables, factor structure, and the approximate multibeta representation
Reisman, Haim - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1303-1314
Persistent link: https://www.econbiz.de/10001133695
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A test for the number of factors in an approximate factor model
Connor, Gregory - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1263-1291
Persistent link: https://www.econbiz.de/10001152158