SSRNTrading, Microstructure & Execution
Frictions and Constraints in Intermediary Markets
Arbitrage activity in various markets is affected by funding and balance sheet segmentation, making it sensitive to localized funding and individual balance sheet shocks.
Featured in No. 27 on 29 Nov 2023 ·
- Released
- 10 Nov 2021
- First featured
- No. 27 · 29 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 777
- Identifier
- SSRN 4638543
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