Does Convertible Arbitrage Risk Exposure Vary Through Time?

Research output: Contribution to journal › Article › peer-review

Original language	Undefined/Unknown
Journal	Review of Pacific Basin Financial Markets and Policies
DOIs	https://doi.org/10.1142/S0219091518500261
Publication status	Published - Dec 2018

Access to Document

@article{933a830045d7429fbf32e09376d7d1b5,

title = "Does Convertible Arbitrage Risk Exposure Vary Through Time?",

author = "Liam Gallagher and Mark Hutchinson and John O{\textquoteright}Brien",

year = "2018",

month = dec,

doi = "10.1142/S0219091518500261",

language = "Undefined/Unknown",

journal = "Review of Pacific Basin Financial Markets and Policies",