Search Results - subject:"Triangular arbitrage"

Wish or reality? : on the exploitability of triangular arbitrage in cryptocurrency markets

Muck, Matthias; Schmidl, Thomas; Wolf, Julian - In: Finance research letters 73 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015210351

Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets

Reynolds, Julia E.; Sögner, Leopold; Wagner, Martin - In: Central European journal of economic modelling and … 13 (2021) 2, pp. 105-146

the triangular arbitrage parity for exchange rate triplets from a cointegration perspective. Due to increasing attention … fiat currencies. We do not find evidence for substantial deviations from the triangular arbitrage parity when only … traditional fiat currencies are concerned, but document significant deviations from triangular arbitrage parities in the newer …

Persistent link: https://www.econbiz.de/10012619980

Price discovery and triangular arbitrage in currency markets

Wu, Zhen-Xing; Gau, Yin-feng; Chen, Yu-Lun - In: Journal of international money and finance 137 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014478136

Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets

Reynolds, Julia E.; Sögner, Leopold; Wagner, Martin - 2020

Persistent link: https://www.econbiz.de/10012254820

Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets

Reynolds, Julia E.; Sögner, Leopold; Wagner, Martin - 2020 - This Version: July 2020

Persistent link: https://www.econbiz.de/10012251074

Bitcoin-based triangular arbitrage with the Euro/U.S. dollar as a foreign futures hedge : modeling with a bivariate GARCH model

Nan, Zheng; Kaizoji, Taisei - In: Quantitative finance and economics 3 (2019) 2, pp. 347-365

Persistent link: https://www.econbiz.de/10012176483

Triangular arbitrage across forex and cryptocurrency markets during the COVID-19 crisis : a MRS-AR approach

Huang, Jianfeng - In: Applied economics letters 29 (2022) 15, pp. 1352-1357

Persistent link: https://www.econbiz.de/10013412175

Price discovery in fiat currency and cryptocurrency markets

Huang, Guan-Ying; Gau, Yin-feng; Wu, Zhen-Xing - In: Finance research letters 47 (2022) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10013457615

Detecting and identifying arbitrage in the spot foreign exchange market

Cui, Zhenyu; Qian, Wenhan; Taylor, Stephen; Zhu, Lingjiong - In: Quantitative finance 20 (2020) 1, pp. 119-132

Persistent link: https://www.econbiz.de/10012194858

A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage

Gradojevic, Nikola; Erdemlioglu, Deniz; Gençay, Ramazan - In: Economic modelling 85 (2020), pp. 57-73

Persistent link: https://www.econbiz.de/10012210603