Deviations from triangular arbitrage parity in foreign exchange and bitcoin markets
SFB 823 ; Julia Reynolds, Leopold Sögner, Martin Wagner, Dominik Wied
| Year of publication: |
March 27, 2018
|
|---|---|
| Authors: | Reynolds, Julia E. ; Sögner, Leopold ; Wagner, Martin ; Wied, Dominik |
| Institutions: | Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes (issuing body) |
| Publisher: |
[Dortmund] : SFB 823 |
| Subject: | Arbitrage | Zinsparität | Interest rate parity | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Virtuelle Währung | Virtual currency | Theorie | Theory |
freely available
| Extent: | 1 Online-Ressource (38 Seiten, 1,06 MB) Diagramme |
|---|---|
| Series: | Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823. - Dortmund, ZDB-ID 2572745-X. - Vol. Nr. 2018, 9 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.17877/DE290R-18821 [DOI] hdl:2003/36820 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868301