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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Mendoza, Enrique
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 1991.
Sarja:IMF Working Papers; Working Paper ; No. 1991/049
Aiheet:
Linkit:Full text available on IMF