Intra-Day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Markets

• 1 March 1992
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 47  (1) , 363-379
• https://doi.org/10.2307/2329102

Abstract

Keywords

• FOREIGN EXCHANGE
• MARKET EQUILIBRIUM
• PROFIT
• EUROCURRENCY MARKETS
• DAY ARBITRAGE
• ARBITRAGE OPPORTUNITIES
• ATTAINING
• INTEREST ARBITRAGE