PERIODIC SEQUENCES OF ARBITRAGE: A TALE OF FOUR CURRENCIES

Rod Cross, Victor Kozyakin, Brian O'Callaghan, Alexei Pokrovskii and Alexey Pokrovskiy

Metroeconomica, 2012, vol. 63, issue 2, 250-294

Date: 2012
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Working Paper: Periodic Sequences of Arbitrage: A Tale of Four Currencies (2011)
Working Paper: Periodic Sequences of Arbitrage: A Tale of Four Currencies (2010)
Working Paper: Periodic Sequences of Arbitrage: A Tale of Four Currencies (2010)
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