Are there arbitrage gaps in the UK gilt strips market?

Research output: Contribution to journalArticlepeer-review

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Are there arbitrage gaps in the UK gilt strips market? / Armitage, S.; Chakravarty, S.P.; Hodgkinson, L. et al.
In: Journal of Banking and Finance, Vol. 36, No. 11, 01.11.2012, p. 3080-3089.

Research output: Contribution to journalArticlepeer-review

HarvardHarvard

Armitage, S, Chakravarty, SP, Hodgkinson, L & Wells, HJ 2012, 'Are there arbitrage gaps in the UK gilt strips market?', Journal of Banking and Finance, vol. 36, no. 11, pp. 3080-3089. https://doi.org/10.1016/j.jbankfin.2012.07.001

APA

CBE

MLA

Armitage, S. et al. "Are there arbitrage gaps in the UK gilt strips market?". Journal of Banking and Finance. 2012, 36(11). 3080-3089. https://doi.org/10.1016/j.jbankfin.2012.07.001

VancouverVancouver

Armitage S, Chakravarty SP, Hodgkinson L, Wells HJ. Are there arbitrage gaps in the UK gilt strips market? Journal of Banking and Finance. 2012 Nov 1;36(11):3080-3089. doi: 10.1016/j.jbankfin.2012.07.001

Author

Armitage, S. ; Chakravarty, S.P. ; Hodgkinson, L. et al. / Are there arbitrage gaps in the UK gilt strips market?. In: Journal of Banking and Finance. 2012 ; Vol. 36, No. 11. pp. 3080-3089.

RIS

TY - JOUR

T1 - Are there arbitrage gaps in the UK gilt strips market?

AU - Armitage, S.

AU - Chakravarty, S.P.

AU - Hodgkinson, L.

AU - Wells, H.J.

PY - 2012/11/1

Y1 - 2012/11/1

U2 - 10.1016/j.jbankfin.2012.07.001

DO - 10.1016/j.jbankfin.2012.07.001

M3 - Article

VL - 36

SP - 3080

EP - 3089

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

IS - 11

ER -