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Your search for "arbitrage" over the article keywords returned 48 results.

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1. chaotic dynamics in economics

A new literature in the 1980s studied the possibility that endogenous cycles and irregular chaotic dynamics resembling stochastic fluctuations could be ...

By Jess Benhabib. From The New Palgrave Dictionary of Economics, Second Edition, 2008

2. arbitrage pricing theory

Focusing on asset returns governed by a factor structure, the APT is a one-period model, in which preclusion of arbitrage over static portfolios of these ...

By Gur Huberman and Zhenyu Wang. From The New Palgrave Dictionary of Economics, Second Edition, 2008

3. financial market contagion

The power of the metaphor of contagion – that beliefs, actions, and strategies spread among economic agents like pathogens among biological organisms ...

By Morgan Kelly. From The New Palgrave Dictionary of Economics, Second Edition, 2008

4. spatial market integration

Markets aggregate demand and supply across actors distributed in space. At the international level, monetary policy, exchange rate adjustment and the ...

By Christopher B. Barrett. From The New Palgrave Dictionary of Economics, Second Edition, 2008

5. bimetallism

A bimetallic monetary standard is a combination of two metallic standards, each of which could in principle stand alone. Bimetallism has advantages over ...

By Lawrence H. Officer. From The New Palgrave Dictionary of Economics, Second Edition, 2008

6. transversality condition

The transversality condition for an infinite horizon dynamic optimization problem is the boundary condition determining a solution to the problem's first-order ...

By Robert A. Becker. From The New Palgrave Dictionary of Economics, Second Edition, 2008

7. arbitrage

The absence of arbitrage is the unifying concept for much of finance. Absence of arbitrage is more general than equilibrium because it ...

By Philip H. Dybvig and Stephen A. Ross. From The New Palgrave Dictionary of Economics, Second Edition, 2008

8. options

An option is a security whose owner has a right to buy (sell) it at a specified price on a specified date (or, with an American-type option, on or before ...

By Robert C. Merton. From The New Palgrave Dictionary of Economics, Second Edition, 2008

9. hedonic prices

Hedonic price functions describe the equilibrium relationships between characteristics of products and their prices. They are used to predict prices of ...

By Lars Nesheim. From The New Palgrave Dictionary of Economics, Second Edition, 2008

10. continuous and discrete time models

Most modelling of economic time series works with discrete time, yet time is in fact continuous. While in many instances simple intuitive connections ...

By Christopher A. Sims. From The New Palgrave Dictionary of Economics, Second Edition, 2008