Price discovery and triangular arbitrage in currency markets

Keyphrases

• Currency Markets 100%
• Price Discovery 100%
• Triangular Arbitrage 100%
• Japan 16%
• Europe 16%
• Financial Crisis 16%
• Transaction Costs 16%
• Futures Volatility 16%
• High Variability 16%
• Cost Advantage 16%
• Crisis Period 16%
• Slow Response 16%
• Macroeconomic Announcements 16%
• Price Discovery Process 16%
• Efficient Price 16%
• Trading Costs 16%
• Price Efficiency 16%
• Information Shocks 16%
• Vehicle Currency 16%

Economics, Econometrics and Finance

• Foreign Exchange Market 100%
• Arbitrage 100%
• Financial Crisis 50%
• Transaction Costs 50%
• Volatility 50%
• Macroeconomics 50%