Jump to ContentJump to Main Navigation

You are looking at 1-20 of 112 items

  • Keywords: arbitrage x
Clear All Modify Search

View:

Inefficient Markets: An Introduction to Behavioral Finance

Andrei Shleifer

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198292272
eISBN:
9780191596933
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198292279.001.0001
Subject:
Economics and Finance, Financial Economics

This book describes an approach, alternative to the theory of efficient markets, to the study of financial markets: behavioural finance. It begins by assessing the efficient market hypothesis, ... More


Arbitrage Theory in Continuous Time

Tomas Björk

Published in print:
2004
Published Online:
October 2005
ISBN:
9780199271269
eISBN:
9780191602849
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199271267.001.0001
Subject:
Economics and Finance, Financial Economics

This book presents an introduction to arbitrage theory and its applications to problems for financial derivatives. This second edition includes more advanced materials; appendices on measure theory, ... More


Black–Scholes from a Martingale Point of View*

Tomas Björk

in Arbitrage Theory in Continuous Time

Published in print:
2004
Published Online:
October 2005
ISBN:
9780199271269
eISBN:
9780191602849
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199271267.003.0012
Subject:
Economics and Finance, Financial Economics

This chapter discusses the standard Black-Scholes model from the martingale point of view. The probability space (Ω, □, P, □-) carrying a P-Wiener process W-, where the filtration □- is the one ... More


An economic theory of the long run

Anthony Garratt, Kevin Lee, M. Hashem Pesaran, and Yongcheol Shin

in Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Published in print:
2006
Published Online:
September 2006
ISBN:
9780199296859
eISBN:
9780191603853
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199296855.003.0004
Subject:
Economics and Finance, Econometrics

This chapter describes a specific theoretical framework for the macroeconomic modelling of a small open economy, emphasizing stock-flow equilibria, accounting identities, and arbitrage conditions. It ... More


Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

Francis X. Diebold and Glenn D. Rudebusch

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691146805
eISBN:
9781400845415
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691146805.001.0001
Subject:
Economics and Finance, History of Economic Thought

Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, ... More


Professional Arbitrage

Andrei Shleifer

in Inefficient Markets: An Introduction to Behavioral Finance

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198292272
eISBN:
9780191596933
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292279.003.0004
Subject:
Economics and Finance, Financial Economics

Considers noise trader risk in the agency context of professional arbitrage. It elaborates on a performance‐based arbitrage model where arbitrageurs are affected by the inability of their investors ... More


The Uses and Abuses of Time

Shehzad Nadeem

in Dead Ringers: How Outsourcing Is Changing the Way Indians Understand Themselves

Published in print:
2011
Published Online:
October 2017
ISBN:
9780691147871
eISBN:
9781400836697
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691147871.003.0005
Subject:
Anthropology, Social and Cultural Anthropology

This chapter examines how transnational companies make use of what it calls time arbitrage—the exploitation of time discrepancies between geographical labor markets to make a profit. The extension of ... More


The Changing Market Place Between the Wars

Ranald C. Michie

in The London Stock Exchange: A History

Published in print:
2001
Published Online:
November 2003
ISBN:
9780199242559
eISBN:
9780191596643
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199242550.003.0007
Subject:
Economics and Finance, Economic History, Financial Economics

As a successor to the previous chapter, which looked at organizational change in the London Stock Exchange between the two World Wars, this one looks at the changing market place over the same ... More


Facts, Factors, and Questions

Francis X. Diebold and Glenn D. Rudebusch

in Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691146805
eISBN:
9781400845415
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691146805.003.0001
Subject:
Economics and Finance, History of Economic Thought

This chapter introduces some important conceptual, descriptive, and theoretical considerations regarding nominal government bond yield curves. Conceptually, just what is it that are we trying to ... More


Arbitrage-Free Nelson-Siegel

Francis X. Diebold and Glenn D. Rudebusch

in Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691146805
eISBN:
9781400845415
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691146805.003.0003
Subject:
Economics and Finance, History of Economic Thought

This chapter discusses a new class of affine arbitrage-free models that overcome the problems with empirical implementation of the canonical affine arbitrage-free model. This new class is based on ... More


Extensions

Francis X. Diebold and Glenn D. Rudebusch

in Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691146805
eISBN:
9781400845415
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691146805.003.0004
Subject:
Economics and Finance, History of Economic Thought

This chapter highlights aspects of the vibrant ongoing research program associated with the ideas developed in earlier chapters. It begins with a collage-style sketch of work involving Bayesian ... More


Macro-Finance

Francis X. Diebold and Glenn D. Rudebusch

in Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691146805
eISBN:
9781400845415
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691146805.003.0005
Subject:
Economics and Finance, History of Economic Thought

This chapter discusses a variety of arbitrage-free Nelson–Siegel (AFNS) macro-finance yield curve approaches. The AFNS factor structure provides a very useful framework for examining various ... More


Epilogue

Francis X. Diebold and Glenn D. Rudebusch

in Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691146805
eISBN:
9781400845415
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691146805.003.0006
Subject:
Economics and Finance, History of Economic Thought

This chapter begins with a bit of history, as what has been done in this book blends the old and the new. In particular, it sketches and contrasts the so-called “traditional” and “modern” approaches ... More


The Glitter of Gold: France Bimetallism and the Emergence of the International Gold Standard 1848-1873

Marc Flandreau

Published in print:
2004
Published Online:
August 2004
ISBN:
9780199257867
eISBN:
9780191601279
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199257868.001.0001
Subject:
Economics and Finance, Economic History

The Glitter of Gold studies the so far unexplored operation of the international monetary system that prevailed before the emergence of the international gold standard in 1873. Conventional wisdom ... More


Moving beyond the Crisis: Tax Policies for the Soundness of Financial Markets

Geoff Lloyd

in Taxation and the Financial Crisis

Published in print:
2012
Published Online:
May 2012
ISBN:
9780199698165
eISBN:
9780191738630
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199698165.003.0008
Subject:
Economics and Finance, Financial Economics

Systemic tax biases in favour of corporate debt financing and investment returns in the form of capital gains may have strengthened non-tax incentives to greater leverage, greater risk taking, and a ... More


Supervision and Regulation of Financial Firms

Thomas H. Stanton

in Why Some Firms Thrive While Others Fail: Governance and Management Lessons from the Crisis

Published in print:
2012
Published Online:
September 2012
ISBN:
9780199915996
eISBN:
9780199950324
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199915996.003.0007
Subject:
Economics and Finance, Financial Economics

Chapter 7 looks at organization and management of financial supervisors. The Gramm-Leach-Bliley Act of 1999 reflected deregulatory sentiment and left serious gaps in the regulatory system. The ... More


Bimetallism in Theory

Marc Flandreau

in The Glitter of Gold: France Bimetallism and the Emergence of the International Gold Standard 1848-1873

Published in print:
2004
Published Online:
August 2004
ISBN:
9780199257867
eISBN:
9780191601279
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199257868.003.0002
Subject:
Economics and Finance, Economic History

Chapter 1 describes the international monetary landscape between 1848 and 1873. The prominent role of bullion is emphasized. It also reviews existing theories of the operation of a bimetallic system. ... More


Gold–Silver Points: Domestic Arbitrages and the Bimetallic System

Marc Flandreau

in The Glitter of Gold: France Bimetallism and the Emergence of the International Gold Standard 1848-1873

Published in print:
2004
Published Online:
August 2004
ISBN:
9780199257867
eISBN:
9780191601279
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199257868.003.0003
Subject:
Economics and Finance, Economic History

Chapter 2 studies the arbitrage mechanism between gold and silver monies at the national level, focusing on the French experience 1848-1870. It shows that, when the effects of the California and ... More


Coin Memories: New Estimates of France's Specie Stock (1840–78)

Marc Flandreau

in The Glitter of Gold: France Bimetallism and the Emergence of the International Gold Standard 1848-1873

Published in print:
2004
Published Online:
August 2004
ISBN:
9780199257867
eISBN:
9780191601279
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199257868.003.0005
Subject:
Economics and Finance, Economic History

Chapter 4 breaks new ground by providing new estimates of the French holdings of gold and silver 1840-1878. The result enables to track the effect of the Gold Rush on the French monetary system. Gold ... More


Arbitrage of Thought and Innovation

Kshama V. Kaushik and Kaushik Dutta

in India Means Business: How the Elephant Earned its Stripes

Published in print:
2012
Published Online:
September 2012
ISBN:
9780198072614
eISBN:
9780199081592
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198072614.003.0006
Subject:
Economics and Finance, Economic History

This chapter focuses on the technological innovation and arbitrage of thought of Indian businesses. It explains that arbitrage of thought is a process where the key difference is in having control ... More


View: