Deviations from triangular arbitrage parity in foreign exchange and bitcoin markets
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 |
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