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Pairs trading and selection methods : is cointegration superior?
Huck, Nicolas; Afawubo, Komiwi - In: Applied economics 47 (2015) 4/6, pp. 599-613
Persistent link: https://www.econbiz.de/10010464739
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Pairs trading strategies in a cointegration framework : back-tested on CFD and optimized by profit factor
Huang, Zhe; Martin, Franck - In: Applied economics 51 (2019) 22, pp. 2436-2452
Persistent link: https://www.econbiz.de/10012196704
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Testing the expectations hypothesis in the Brazilian term structure of interest rates : a cointegration analysis
Tabak, Benjamin Miranda - In: Applied economics 41 (2009) 19/21, pp. 2681-2689
Persistent link: https://www.econbiz.de/10003886287
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Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates
Suardi, Sandy - In: Applied economics 42 (2010) 22/24, pp. 2865-2879
Persistent link: https://www.econbiz.de/10008748258
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Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners : an empirical note
Chang, Tsangyao; Nieh, Chien-chung; Wei, Ching-chun - In: Applied economics 38 (2006) 19, pp. 2277-2283
Persistent link: https://www.econbiz.de/10003385877
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Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis
Yunus, Nafeesa - In: Applied economics 50 (2018) 36, pp. 3899-3922
Persistent link: https://www.econbiz.de/10012060163
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Pairs trading : the case of Norwegian seafood companies
Mikkelsen, Andreas - In: Applied economics 50 (2018) 3, pp. 303-318
Persistent link: https://www.econbiz.de/10011846833
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Portfolio diversification possibilities of cryptocurrency : global evidence
Jayawardhana, Asanga; Colombage, Sisira R. N. - In: Applied economics 56 (2024) 47, pp. 5618-5633
Persistent link: https://www.econbiz.de/10015051125
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Estimating short and long-run relationships : a guide for the applied economist
Bhaskara Rao, Buddhavarapu - In: Applied economics 39 (2007) 13/15, pp. 1613-1625
Persistent link: https://www.econbiz.de/10003535027
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A re-examination of the unbiased forward rate hypothesis in the presence of multiple unknown structural breaks
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics 44 (2012) 10/12, pp. 1443-1448
Persistent link: https://www.econbiz.de/10009525262