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Are there arbitrage gaps in the UK gilt strips market?

Armitage, S. and Chakravarty, S.P. and Hodgkinson, L. and Wells, J. (2012) Are there arbitrage gaps in the UK gilt strips market? Journal of Banking & Finance, 36 ((11)). pp. 3080-3089. DOI: 10.1016/j.jbankfin.2012.07.001

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Item Type: Article
Subjects: Research Publications
Departments: College of Business, Law, Education and Social Sciences > Bangor Business School
Date Deposited: 09 Dec 2014 16:48
Last Modified: 23 Sep 2015 03:10
ISSN: 0378-4266
URI: http://e.bangor.ac.uk/id/eprint/1125
Identification Number: DOI: 10.1016/j.jbankfin.2012.07.001
Publisher: Unknown
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