The Dynamics of Financially Constrained Arbitrage
收藏NBER2015-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20968
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资源简介：
We develop a model of financially constrained arbitrage, and use it to study the dynamics of arbitrage capital, liquidity, and asset prices. Arbitrageurs exploit price discrepancies between assets traded in segmented markets, and in doing so provide liquidity to investors. A collateral constraint
提供机构：
美国国家经济研究局
创建时间：
2015-03-01
