Work

Negative Swap Spreads and Limited Arbitrage

Year: 2019

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhz030

Author: Urban J Jermann

Institution: University of Pennsylvania

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4236808346

FWCI: 9.394

Cites: 25

Cited by: 82

Related to: 10