6533b7d7fe1ef96bd126843b
RESEARCH PRODUCT
Integration and arbitrage in the Spanish financial markets: An empirical approach*
Iñaki R. LongarelaAngel PardoAlejandro Balbássubject
Economics and EconometricsFinancial economicsFinancial marketFundamental theorem of asset pricingGeneral Business Management and AccountingFixed income arbitrageAccountingLaw of one priceArbitrage pricing theoryEconomicsRisk arbitrageArbitrageFinanceIndex arbitragedescription
Several authors have introduced different ways to measure integra-tion between financial markets. Most of them are derived from thebasic assumptions about asset prices, like the Law of One Price or ...
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2000-04-01 | Journal of Futures Markets |