Initial work on this study was completed when the first author was a Visiting Professor at the Stern School, New York University. We are thankful to David Manzler, Lalatendu Misra, and seminar participants at the FMA meetings and University of Texas at San Antonio. This research was supported in part by a summer research grant by US Global Investors.
Types of liquidity and limits to arbitrage—the case of credit default swaps
Version of Record online: 11 MAR 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 32, Issue 4, pages 301–329, April 2012
How to Cite
Bhanot, K. and Guo, L. (2012), Types of liquidity and limits to arbitrage—the case of credit default swaps. J. Fut. Mark., 32: 301–329. doi: 10.1002/fut.20518
- Issue online: 13 FEB 2012
- Version of Record online: 11 MAR 2011
- Manuscript Accepted: 27 JAN 2011
- Manuscript Received: 28 OCT 2010
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