Browsing 1. SIRE Discussion Papers by Institution "London School of Economics and Political Science"
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(University of StrathclydeRussian Academy of SciencesUniversity College CorkLondon School of Economics and Political Science, 2010)This paper investigates arbitrage chains involving four currencies and four foreign exchange trader-arbitrageurs. In contrast with the three-currency case, we fi nd that arbitrage operations when four currencies are present ...