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Arbitrage in foreign exchange markets within the context of a transactional algebra

Apreda, Rodolfo - In: Trends in monetary policy issues, (pp. 121-143). 2008

Persistent link: https://www.econbiz.de/10003693814

The exchange rate effect of multi-currency risk arbitrage

Hau, Harald - 2009

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

The mirage of triangular arbitrage in the spot foreign exchange market

Fenn, Daniel J.; Howison, Sam; McDonald, Mark; … - In: International journal of theoretical and applied finance 12 (2009) 8, pp. 1105-1123

Persistent link: https://www.econbiz.de/10003946577

Momentary exchange rate locked in a triangular mechanism of international currency

Choi, Myoung Shik - In: Applied economics 43 (2011) 16/18, pp. 2079-2087

Persistent link: https://www.econbiz.de/10009380125

The exchange rate effect of multi-currency risk arbitrage

Hau, Harald - 2012

and fundamentals. Speculation ; Limited Arbitrage ; Hedging ; Exchange Rate Disconnect …

Persistent link: https://www.econbiz.de/10009558406

The microstructure of covered interest arbitrage in a market with a dominant market maker

Liu, Hao-chen; Witte, Mark David - In: Journal of international financial markets, … 24 (2013), pp. 25-41

Persistent link: https://www.econbiz.de/10009726481

Toxic arbitrage

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

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

On the inefficient markets hypothesis : arbitrage on the forex market

Mele, Marco - In: International journal of economics 9 (2015) 2, pp. 111-122

Persistent link: https://www.econbiz.de/10011535217

Price discovery in Brazilian FX markets

Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - In: Brazilian review of econometrics : BRE ; the review of … 35 (2015) 1, pp. 65-94

Persistent link: https://www.econbiz.de/10011538826

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