Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets
- Autorzy
- Julia Reynolds, Leopold Sögner, Martin Wagner
- Rok
- 2021
- Miejsce publikacji
- Central European Journal of Economic Modelling and Econometrics
- Kategoria
- Foundations & Infrastructure
- Dziedziny
- routingarbitrage/negative cycles
- Notatki
- Real FX/BTC markets show measurable, short-lived deviations from triangular-arbitrage parity