Limits of arbitrage: Theory and evidence from the mortgage-backed securities market

Journal of Finance

Volumn 62, Issue 2, 2007, Pages 557-595

  Gabaix, Xavier ^a   Krishnamurthy, Arvind ^b   Vigneron, Olivier ^c  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

^c BNP PARIBAS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33947213323     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2007.01217.x     Document Type: Article

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