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Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS–Bond Basis

Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS–Bond Basis

Choi, Jaewon; Shachar, Or; Shin, Sean Seunghun
  • 期刊名称Management Science
  • 作者Choi, Jaewon; Shachar, Or; Shin, Sean Seunghun
  • 印刷ISSN0025-1909
  • 电子ISSN1526-5501
  • 文件大小494.92KB
  • 发表时间2018-07-11
  • DOI10.1287/mnsc.2017.3011
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