Standard and harmonizetax arbitrage

  1. Boal Velasco, Nohemí
  2. González Sánchez, Mariano

Verlag: CEU Ediciones ; Fundación Universitaria San Pablo CEU

ISBN: 84-95219-86-7

Datum der Publikation: 2001

Art: Buch

Zusammenfassung

In a globalized environment as the present, the question to ask is if the effects are possitive or negative. For this, in this document, we show a proposal that by Arbitrage Pricing Theory (APT), estimate prices arbitrage free interval, both gross value and net of tax. So, we check if the tax rules make arbitrage opportunities foreing to mechanism of markets, despite to bear in mind the liquidity risk. From these gross and net gap, we will estimate the standard and harmonize levels, and then, if market globalization goes with a suitable legal response.