his paper finds that the parity between the gold and silver spot prices T persists in the gold and silver futures markets. This relationship facilitates the development of a trading strategy profiting from temporary disparities. After adjusting for transaction costs and risks involved in futures tra
β¦ LIBER β¦
Arbitrage opportunities in frictionless markets with sophisticated investors
β Scribed by Kirsten I. M. Rohde
- Book ID
- 105866669
- Publisher
- Springer
- Year
- 2006
- Tongue
- English
- Weight
- 94 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0938-2259
No coin nor oath required. For personal study only.
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