Violating the ‘Law of One Price’ in the Financial Crisis




Knowledge at Wharton show

Summary: During the financial crisis the price gap between Treasury bonds and notes became unusually large. Wharton finance professors David Musto and Krista Schwarz explain why.<br><hr><p style="color:grey;font-size:0.75em;"> Hosted on Acast. See <a style="color:grey;" target="_blank" rel="noopener noreferrer" href="https://acast.com/privacy">acast.com/privacy</a> for more information.</p>