Measuring the degree of fulfillment of the law of one price. Applications to financial market integration
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References listed on IDEAS
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Cited by:
- Longarela, Iñaki R. & Lucia, Julio J., 1999. "How does financial theory apply to catastrophe-linked derivatives? En empirical test of several princing models," DEE - Working Papers. Business Economics. WB 6521, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- López, Susana, 2000. "Envelopes for the term structure of interest rates," DEE - Working Papers. Business Economics. WB 9966, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
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