Are there arbitrage gaps in the UK gilt strips market?

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	3080-3089
Journal	Journal of Banking and Finance
Volume	36
Issue number	11
DOIs	https://doi.org/10.1016/j.jbankfin.2012.07.001
Publication status	Published - 1 Nov 2012

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@article{b0d0d46d62764942a3717ee0d6649f39,

title = "Are there arbitrage gaps in the UK gilt strips market?",

author = "S. Armitage and S.P. Chakravarty and L. Hodgkinson and H.J. Wells",

year = "2012",

month = nov,

day = "1",

doi = "10.1016/j.jbankfin.2012.07.001",

language = "English",

volume = "36",

pages = "3080--3089",

journal = "Journal of Banking and Finance",

issn = "0378-4266",