Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets

Journal title

Central European Journal of Economic Modelling and Econometrics




No 2


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, Vienna



triangular arbitrage parity ; foreign exchange markets ; cryptocurrencies ; cointegration ; monitoring

Divisions of PAS

Nauki Humanistyczne i Społeczne




Oddział PAN w Łodzi


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DOI: 10.24425/cejeme.2021.137358


Central European Journal of Economic Modelling and Econometrics; 2021; No 2; 105-146