@article{c24a64f1bfc14813a5ab45ab24aba444,
title = "Time-varying arbitrage and dynamic price discovery",
keywords = "Market microstructure, Heterogeneous agent models, Time-varying arbitrage, Price discovery, EXCHANGE-RATE, BEHAVIORAL HETEROGENEITY, MARKETS, BELIEFS, AGENTS, STOCK",
author = "Bart Frijns and Zwinkels, {Remco C. J.}",
year = "2018",
month = jun,
doi = "10.1016/j.jedc.2018.03.014",
language = "English",
volume = "91",
pages = "485--502",
journal = "Journal of Economic Dynamics & Control",
issn = "0165-1889",
publisher = "Elsevier",
}