๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Covered interest arbitrage profits: The role of liquidity and credit risk

โœ Scribed by Wai-Ming Fong; Giorgio Valente; Joseph K.W. Fung


Book ID
116615521
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
238 KB
Volume
34
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Liquidity and Arbitrage in the Market fo
โœ Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› School of Business Administration, University of W ๐ŸŒ English โš– 156 KB
Liquidity risk and the hedging role of o
โœ Kit Pong Wong; Jianguo Xu ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 171 KB ๐Ÿ‘ 2 views

This study examines the impact of liquidity risk on the behavior of the competitive firm under price uncertainty in a dynamic two-period setting. The firm has access to unbiased one-period futures and option contracts in each period for hedging purposes. A liquidity constraint is imposed on the firm