Details
Title
Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin MarketsJournal title
Central European Journal of Economic Modelling and EconometricsYearbook
2021Issue
No 2Authors
Affiliation
Reynolds, Julia : U.S. Securities and Exchange Commission, Washington, USA ; Sögner, Leopold : Department of Economics and Finance, Institute for Advanced Studies, Vienna, Austria ; Sögner, Leopold : Vienna Graduate School of Finance, Vienna, Austria ; Sögner, Leopold : NYU Abu Dhabi , Emirate of Abu Dhabi, United Arab Emirates ; Wagner, Martin : Department of Economics, University of Klagenfurt, Austria ; Wagner, Martin : Bank of Slovenia, Ljubljana ; Wagner, Martin : Institute for Advanced Studies, ViennaKeywords
triangular arbitrage parity ; foreign exchange markets ; cryptocurrencies ; cointegration ; monitoringDivisions of PAS
Nauki Humanistyczne i SpołeczneCoverage
105-146Publisher
Oddział PAN w ŁodziBibliography
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