Triangular arbitrage in the spot and forward foreign exchange markets.

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  • معلومة اضافية
    • NAICS/Industry Codes:
      522293 International Trade Financing
      523120 Securities Brokerage
      523110 Investment Banking and Securities Dealing
    • Subject Terms:
    • Abstract:
      Imad Moosa shows that the effect of triangular arbitrage in the forward market is similar to the combined effect of triangular arbitrage in the spot market and covered interest arbitrage. He also shows that when the forward rates are inconsistent then this implies inconsistency of the spot rates and/or the violation of covered interest parity. When the bid-offer spreads are allowed for, the equilibrium conditions hold only approximately. [ABSTRACT FROM AUTHOR]
    • Abstract:
      Copyright of Quantitative Finance is the property of Routledge and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
    • Author Affiliations:
      1Department of Economics and Finance, La Trobe University, Victoria 3086, Australia
    • ISSN:
      1469-7688
    • Accession Number:
      10.1080/713665833
    • Accession Number:
      20348385
  • Citations
    • ABNT:
      MOOSA, I. A. Triangular arbitrage in the spot and forward foreign exchange markets. Quantitative Finance, [s. l.], v. 1, n. 4, p. 387–390, 2001. Disponível em: . Acesso em: 18 nov. 2019.
    • AMA:
      Moosa IA. Triangular arbitrage in the spot and forward foreign exchange markets. Quantitative Finance. 2001;1(4):387-390. doi:10.1080/713665833.
    • APA:
      Moosa, I. A. (2001). Triangular arbitrage in the spot and forward foreign exchange markets. Quantitative Finance, 1(4), 387–390. https://doi.org/10.1080/713665833
    • Chicago/Turabian: Author-Date:
      Moosa, Imad A. 2001. “Triangular Arbitrage in the Spot and Forward Foreign Exchange Markets.” Quantitative Finance 1 (4): 387–90. doi:10.1080/713665833.
    • Harvard:
      Moosa, I. A. (2001) ‘Triangular arbitrage in the spot and forward foreign exchange markets’, Quantitative Finance, 1(4), pp. 387–390. doi: 10.1080/713665833.
    • Harvard: Australian:
      Moosa, IA 2001, ‘Triangular arbitrage in the spot and forward foreign exchange markets’, Quantitative Finance, vol. 1, no. 4, pp. 387–390, viewed 18 November 2019, .
    • MLA:
      Moosa, Imad A. “Triangular Arbitrage in the Spot and Forward Foreign Exchange Markets.” Quantitative Finance, vol. 1, no. 4, Aug. 2001, pp. 387–390. EBSCOhost, doi:10.1080/713665833.
    • Chicago/Turabian: Humanities:
      Moosa, Imad A. “Triangular Arbitrage in the Spot and Forward Foreign Exchange Markets.” Quantitative Finance 1, no. 4 (August 2001): 387–90. doi:10.1080/713665833.
    • Vancouver/ICMJE:
      Moosa IA. Triangular arbitrage in the spot and forward foreign exchange markets. Quantitative Finance [Internet]. 2001 Aug [cited 2019 Nov 18];1(4):387–90. Available from: http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=asn&AN=20348385&custid=s8280428