Segmented Arbitrage
收藏NBER2022-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30561
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资源简介：
We use arbitrage activity in equity, fixed income, and foreign exchange markets to characterize the frictions and constraints facing intermediaries. The average pairwise correlation between the 29 arbitrage spreads that we study is 21%. These low correlations are inconsistent with canonical
提供机构：
美国国家经济研究局
创建时间：
2022-10-01
