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Anto, Joseph ; Aviral Kumar, Tiwari ; Garima, Sisodia ; Aviral, Tiwari ; Vdmv, Lakshmi. (2024) The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods.
In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3007-3022.
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cites:
Du Plooy, S. (2019). On the financial interpretation of risk contributions: An analysis using quantile simulation. Investment Analysts Journal, 48(3), 188–204.
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