Similar Search Results - EconBiz

The exchange rate effect of multi-currency risk arbitrage

Hau, Harald - 2009

Persistent link: https://www.econbiz.de/10003875359

Toxic arbitrage

Foucault, Thierry; Kozhan, Roman; Tham, Wing Wah - 2014

Persistent link: https://www.econbiz.de/10010363557

Toxic arbitrage

Foucault, Thierry; Kozhan, Roman; Tham, Wing Wah - 2015

Short lived arbitrage opportunities arise when prices adjust with a lag to new information. They are toxic because they … expose dealers to the risk of trading at stale quotes. Hence, theory implies that more frequent toxic arbitrage opportunities … triangular arbitrage. As predicted, illiquidity is higher on days when the fraction of toxic arbitrage opportunities and …

Persistent link: https://www.econbiz.de/10010499534

Free lunch! : arbitrage opportunities in the foreign exchange markets

Itō, Takatoshi; Yamada, Kenta; Takayasu, Misako; … - 2012

Persistent link: https://www.econbiz.de/10009679692

Covered interest parity deviations : macrofinancial determinants

Cerutti, Eugenio M.; Obstfeld, Maurice; Zhou, Haonan - In: Journal of international economics 130 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012887994

Arbitrage detection using max plus product iteration on foreign exchange rate graphs

Cui, Zhenyu; Taylor, Stephen - In: Finance research letters 35 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012438327

Covered interest parity and arbitrage paradox in emerging markets : evidence from the Korean market

Suh, Sangwon; Kim, Young Ju - In: Pacific-Basin finance journal 38 (2016), pp. 161-176

Persistent link: https://www.econbiz.de/10011669094

One fundamental and two taxes : when does a Tobin tax reduce financial price volatility?

Deng, Yongheng; Liu, Xin; Wei, Shang-jin - In: Journal of financial economics 130 (2018) 3, pp. 663-692

Persistent link: https://www.econbiz.de/10012051363

Foreign exchange markets with Last Look

Cartea, Álvaro; Jaimungal, Sebastian; Walton, Jamie - In: Mathematics and financial economics 13 (2019) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10012055750

Extracting shadow exchange rates and foreign exchange premia during currency crises : an example from Egypt

Bassiouny, Aliaa; Tooma, Eskandar A. - In: Applied economics letters 26 (2019) 1, pp. 32-36

Persistent link: https://www.econbiz.de/10012204124

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