Amanote Research

Amanote Research

    RegisterSign In

Limits of Arbitrage: Theory and Evidence From the Mortgage-Backed Securities Market

SSRN Electronic Journal
doi 10.2139/ssrn.556116
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2004

Authors
Xavier GabaixArvind KrishnamurthyOlivier Vigneron
Publisher

Elsevier BV


Related search

The Future Market of Mortgage Backed Securities in Japan

The Japanese Journal of Real Estate Sciences
2002English

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

Journal of Housing Economics
EconomicsEconometrics
2011English

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

SSRN Electronic Journal
2009English

Limits of Arbitrage: The State of the Theory

2010English

Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?

2012English

Credit Booms and Lending Standards: Evidence From the Subprime Mortgage Market

Journal of Money, Credit and Banking
AccountingEconomicsEconometricsFinance
2012English

Positive Liquidity Spillovers From Sovereign Bond-Backed Securities

SSRN Electronic Journal
2018English

The Role of Institutional Investors in Voting: Evidence From the Securities Lending Market

Journal of Finance
AccountingEconomicsEconometricsFinance
2015English

Government-Backed Mortgage Insurance, Financial Crisis, and the Recovery From the Great Recession

Finance and Economics Discussion Series
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy