SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
No‐arbitrage matrices of exchange rates: Some characterizations
2 references·0 citing·5 second hop
No‐arbitrage matrices of exchange rates: Some characterizations (2019)No‐arbitrage matrices of exchange rates: …THE MIRAGE OF TRIANGULAR ARBITRAGE IN THE SPOT FOREIGN EXCHANGE MARKET (2009)THE MIRAGE OF TRIANGULAR ARBI…Cross arbitrage and specification in exchange rate models (1985)Cross arbitrage and specifica…A geographical model for the daily and weekly seasonal volatility in the foreign exchange market (1993)Tests of microstructural hypotheses in the foreign exchange market (1995)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage (2019)Detecting and identifying arbitrage in the spot foreign exchange market (2019)
this work references cited by second hop

References

  • 2009THE MIRAGE OF TRIANGULAR ARBITRAGE IN THE SPOT FOREIGN EXCHANGE MARKET31 cited
  • 1985Cross arbitrage and specification in exchange rate models13 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work