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Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?

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Title: Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?
Authors: Duarte, Jefferson1, Longstaff, Francis A.2,3 francis.longstaff@anderson.ucla.edu, Fan Yu4
Source: Review of Financial Studies. May2007, Vol. 20 Issue 3, p769-811. 43p.
Database: Business Source Ultimate
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 25122361
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1093/rfs/hhl026
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 43
        StartPage: 769
    Titles:
      – TitleFull: Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?
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            NameFull: Duarte, Jefferson
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            NameFull: Longstaff, Francis A.
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            NameFull: Fan Yu
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            – D: 01
              M: 05
              Text: May2007
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              Y: 2007
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              Value: 20
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            – TitleFull: Review of Financial Studies
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