Concepedia

Foreign Exchange Arbitrage

Foreign Exchange Arbitrage is a financial strategy involving the simultaneous purchase and sale of foreign currencies in different markets to exploit transient price discrepancies, thereby generating risk-free profit under the assumption of no transaction costs or delays.

157

Publications

10K

Citations

221

Authors

172

Institutions

Publications per year

2017–2026

23

Variants

Currency ArbitrageFx Arbitrage

Parents

Publications

157

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson et al. · The Journal of Finance · 2014 · 632 citations · Full text

, , +17

Synchronization risk and delayed arbitrage

Dilip Abreu, Markus K. Brunnermeier · Journal of Financial Economics · 2002 · 592 citations

, , +13

Currency momentum strategies

Lukas Menkhoff, Lucio Sarno, Maik Schmeling et al. · Journal of Financial Economics · 2012 · 527 citations

, , +16

Covered Interest Arbitrage: Unexploited Profits?

Jacob A. Frenkel, Richard M. Levich · Journal of Political Economy · 1975 · 431 citations

, , +16

Arbitrage in the foreign exchange market: Turning on the microscope

Q. Farooq Akram, Dagfinn Rime, Lucio Sarno · Journal of International Economics · 2008 · 369 citations

, , +14

1–5 of 157

Authors

221

  1. LS
    Lucio Sarno

    Centre for Economic Policy Research, United Kingdom

    10 publications · 1.3K citations

    10

    h-index

  2. AR
    Angelo Ranaldo

    University of St.Gallen, Switzerland

    5 publications · 230 citations

    5

    h-index

  3. LM
    Lukas Menkhoff

    Leibniz University Hannover, Germany

    5 publications · 662 citations

    5

    h-index

  4. PP
    Paolo Pasquariello

    Ross School, United States

    4 publications · 168 citations

    4

    h-index

  5. DA
    David A. Hsieh

    Duke University, United States

    4 publications · 306 citations

    4

    h-index

1–5 of 221

Institutions

172

  1. Centre for Economic Policy Research

    London, United Kingdom

    10 h-index

    17 publications

    1.4K citations

  2. University of Cambridge

    Cambridge, United Kingdom

    7 h-index

    9 publications

    435 citations

  3. Cambridge School

    Lisbon, Portugal

    6 h-index

    7 publications

    395 citations

  4. Swiss Finance Institute

    Zurich, Switzerland

    6 h-index

    6 publications

    263 citations

  5. Federal Reserve Board of Governors

    Washington D.C., United States

    6 h-index

    15 publications

    2.8K citations

  6. University of Michigan

    Ann Arbor, United States

    5 h-index

    5 publications

    206 citations

  7. Federal Reserve

    Washington D.C., United States

    5 h-index

    14 publications

    2.7K citations

  8. University of St.Gallen

    Saint Gallen, Switzerland

    4 h-index

    4 publications

    219 citations

1–8 of 172

Venues

  1. SSRN Electronic Journal

    Repository · 22 publications · 830 citations

    14

    h-index

  2. The Journal of Finance

    15 publications · 2K citations

    12

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 6 publications · 132 citations

    6

    h-index

  4. Journal of Political Economy

    JPE · 5 publications · 1.1K citations

    5

    h-index

  5. Journal of Futures Markets

    4 publications · 157 citations

    4

    h-index

1–5