Detecting and identifying arbitrage in the spot foreign exchange market
Zhenyu Cui, Wenhan Qian, Stephen Taylor and Lingjiong Zhu
| Year of publication: |
2020
|
|---|---|
| Authors: | Cui, Zhenyu ; Qian, Wenhan ; Taylor, Stephen ; Zhu, Lingjiong |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 1, p. 119-132
|
| Subject: | Foreign exchange | Perron-Frobenius theorem | Triangular arbitrage | Devisenmarkt | Foreign exchange market | Arbitrage | Theorie | Theory | Wechselkurs | Exchange rate |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1639801 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194858