Efficient Arbitrage Under Financial Indexation : The Case of Chile /
Legal restrictions governing financial transactions in Chile have produced a system in which most financial assets are either 30-day non-indexed assets or 90-day indexed assets. This paper analyzes data on the rates of return of these assets to determine the extent to which efficient arbitrage takes...
Autor principal: | |
---|---|
Formato: | Periódico |
Idioma: | English |
Publicado em: |
Washington, D.C. :
International Monetary Fund,
1991.
|
Colecção: | IMF Working Papers; Working Paper ;
No. 1991/049 |
Assuntos: | |
Acesso em linha: | Full text available on IMF |