Triangular arbitrage across forex and cryptocurrency markets during the COVID-19 crisis : a MRS-AR approach
Jianfeng Huang
| Year of publication: |
2022
|
|---|---|
| Authors: | Huang, Jianfeng |
| Subject: | COVID-19 | cryptocurrency | forex | Markovian regime-switching autoregressive approach | Triangular arbitrage | Virtuelle Währung | Virtual currency | Coronavirus | Arbitrage | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Markov-Kette | Markov chain | Arbitrage Pricing | Arbitrage pricing |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1930998 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412175