Are there arbitrage gaps in the UK gilt strips market?
Research output: Contribution to journal › Article › peer-review
Standard Standard
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.
In: Journal of Banking and Finance, Vol. 36, No. 11, 01.11.2012, p. 3080-3089.
Research output: Contribution to journal › Article › peer-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
Armitage, S., Chakravarty, S. P., Hodgkinson, L., & Wells, H. J. (2012). Are there arbitrage gaps in the UK gilt strips market? Journal of Banking and Finance, 36(11), 3080-3089. https://doi.org/10.1016/j.jbankfin.2012.07.001
CBE
Armitage S, Chakravarty SP, Hodgkinson L, Wells HJ. 2012. Are there arbitrage gaps in the UK gilt strips market?. Journal of Banking and Finance. 36(11):3080-3089. https://doi.org/10.1016/j.jbankfin.2012.07.001
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
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 -