✦ LIBER ✦

Are there arbitrage gaps in the UK gilt strips market?

✍ Scribed by Seth Armitage; Shanti P. Chakravarty; Lynn Hodgkinson; Jo Wells

Book ID: 118117412
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 304 KB
Volume: 36
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2012.07.001

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Are there arbitrage opportunities in the

Are there arbitrage opportunities in the treasury-bond futures market?

✍ Robert W. Kolb; Gerald D. Gay; James V. Jordan 📂 Article 📅 1982 🏛 John Wiley and Sons 🌐 English ⚖ 700 KB

S tling rapidity. This remarkable growth has fueled itself to a large extent with 'See Branch (1978), Capozza and Cornell (1979), Lang and Rasche (1978), Poole (1978), Puglisi (1978), Rendleman and Carabini (1979), and Vignola and Dale (1979, 1980). All of these articles are reprinted in Gay and Kol

Bank lending in Germany and the UK: are

Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country?

✍ Sylvia Kaufmann; Maria Teresa Valderrama 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 254 KB

## Abstract We estimate Markov switching vector autoregressive systems for loans to firms and loans to households to investigate their relationship to interest rates and investment and consumption, respectively. We find evidence for different reactions of lending to shocks in real variables and int