Dealer Liquidity Provision and the Breakdown of the Law of...

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Management Science 2018 / 07

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
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Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.2017.3011
Date:
July, 2018
File:
PDF, 495 KB
english, 2018
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