The Mirage Of Triangular Arbitrage In The Spot Foreign Exchange Market
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DOI: 10.1142/S0219024909005609
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- Charles Goodhart & Takatoshi Ito & Richard Payne, 1995. "One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System," NBER Technical Working Papers 0179, National Bureau of Economic Research, Inc.
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Keywords
Foreign exchange market; triangular arbitrage;Statistics
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