Index
Absolute purchasing power theorems, testing
Absolute risk aversion
Account surplus, adjustments
Active secondary securities market, efficiency
Actual cash flow
Adjustable rate mortgages (ARMs), level payment mortgage response
Adverse selection
backward bending supply, relationship
complications
credit conditions, relationship
effects
impact, mitigation
involvement
Agency borrower credit rating standards
Agency CMOs
Agency MBSs, backing
Agency mortgage pass-through securities
Agent-based model, usage
Agents
consumption-investment decisions
infinite number, impact
positions
risk aversion
short-term funds, supply
unit mass continuum
wealth expenditure
Aggregate investment
Aggregate liquidity demands, meeting
Aggregate market spreads, study
Aggregate system performance, implications
Aggregators
Alignment
asset specificity
cost-effectiveness
definition
principles
process
ranking
Allocative inefficiency, segmentation (impact)
Alternative trading systems (ATSs)
definition
growth
American International Group (AIG)
liquidity crisis
loans
American Options Exchange data
Annual interest rate, implication
Arbitrage
absence
exchange rates, relationship
impediments
markets, impact
limitations
evidence
pricing principle
requirements
usage
Arbitrage-free prices, assumption
consistency
Arbitrage opportunities
absence
assumption
price determination
usage
elimination
profit seeking, usage
obtaining
presence
Arbitrage Pricing Theory (APT)
argument
Arbitrageurs
capital raising
profit opportunities ...
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