Limits of arbitrage
Subtitle: theory and evidence from the mortgage-backed securities market
By: Xavier Gabaix, Arvind Krishnamurthy, Olivier Vigneron.
Contributors: Krishnamurthy, Arvind.; Vigneron, Olivier.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 11851.; Working paper series (National Bureau of Economic Research) -- working paper no. 11851.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 45
Subjects: Mortgage-backed securities; Arbitrage -- Econometric models
Notes: "December 2005."

Includes bibliographical references (p. 27-29).

Also available in PDF from the NBER world wide web site (www.nber.org).