No‐arbitrage matrices of exchange rates: Some characterizations-Reference-Cited by-同舟云学术

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No‐arbitrage matrices of exchange rates: Some characterizations

Published:2019-12-24 Issue:4 Volume:17 Page:375-389
ISSN:1742-7355
Container-title:International Journal of Economic Theory
language:en
Short-container-title:Int Jnl of Economic Theory

Author:

Maldonado Wilfredo L.¹,Egozcue Juan José²,Pawlowsky‐Glahn Vera³

Affiliation:

1. Graduate School of Economics Federal University of Goiás Goiânia Brazil

2. Department of Civil and Environmental Engineering Universitat Politècnica de Catalunya Barcelona Spain

3. Department of Computer Science Applied Mathematics and Statistics, Universitat de Girona Girona Spain

Funder

Fundação de Apoio à Pesquisa do Distrito Federal

Publisher

Wiley

Subject

Economics and Econometrics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/ijet.12249

Reference11 articles.

1. Triangular arbitrage as an interaction among foreign exchange rates

2. Triangular arbitrage and negative auto-correlation of foreign exchange rates

3. Independence in Contingency Tables Using Simplicial Geometry

4. THE MIRAGE OF TRIANGULAR ARBITRAGE IN THE SPOT FOREIGN EXCHANGE MARKET

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