@article{themicroscopicrelationshipsbetween,
  title = {The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets},
  author = {Alberto Ciacci and Takumi Sueshige and Hideki Takayasu and Kim Christensen and Misako Takayasu},
  year = {2020},
  eprint = {2002.02583},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2002.02583v1},
}