Triangular arbitrage across forex and cryptocurrency markets during the COVID-19 crisis: a MRS-AR approach-Reference-Cited by-同舟云学术

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

Published:2021-05-26 Issue: Volume: Page:1-6
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Huang Jianfeng¹

Affiliation:

1. Zhejiang A&F University, Hangzhou, China

Funder

China Scholarship Council

Zhejiang Provincial National Science Foundation of China

Scientific Research Foundation of Zhejiang A&F University

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2021.1930998

Reference11 articles.

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

2. TRIANGULAR ARBITRAGE AND FORWARD EXCHANGE POLICY: REPLY

3. Investigating the JPY/DEM-rate: arbitrage opportunities and a case for asymmetry

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Impact of Liquidity and Investors Sentiment on Herd Behavior in Cryptocurrency Market;International Journal of Financial Studies;2023-07-31

2. A systematic literature review of investor behavior in the cryptocurrency markets;Journal of Behavioral and Experimental Finance;2023-03

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