Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets
- Autores
- Julia Reynolds, Leopold Sögner, Martin Wagner
- Año
- 2021
- Publicación
- Central European Journal of Economic Modelling and Econometrics
- Categoría
- Foundations & Infrastructure
- Dominios
- routingarbitrage/negative cycles
- Notas
- Real FX/BTC markets show measurable, short-lived deviations from triangular-arbitrage parity