2 papers
q-fin.PR2026
Implied ETF Carry Rates and the Limits of Arbitrage in Segmented Bitcoin Markets
Mindy L. Mallory
This paper estimates the carry embedded in listed IBIT options and compares it with the carry embedded in matched CME bitcoin futures. Put-call parity recovers an implied forward o…
econ.EM2025
High-Dimensional Spatial-Plus-Vertical Price Relationships and Price Transmission: A Machine Learning Approach
Mindy L. Mallory, Rundong Peng, Meilin Ma +1
Price transmission has been studied extensively in agricultural economics through the lens of spatial and vertical price relationships. Classical time series econometric techniques…