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Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian; Frijns, Bart; Indriawan, Ivan; … - In: Applied economics 52 (2020) 48, pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
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Non-linear dependence modelling with bivariate copulas : statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher; Stübinger, Johannes - In: Applied economics 49 (2017) 52, pp. 5352-5369
Persistent link: https://www.econbiz.de/10011845139
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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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How time horizons and arbitrage cost influence the turnover premium?
Li, Daye; Zhang, Xinmin - In: Applied economics 51 (2019) 44, pp. 4833-4848
Persistent link: https://www.econbiz.de/10012197119
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Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun; Zhao, Yonghong; Deng, Shijie - In: Applied economics 55 (2023) 23, pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
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Modelling the interactions across international stock, bond and foreign exchange markets
Hakim, Abdul; McAleer, Michael - In: Applied economics 42 (2010) 7/9, pp. 825-850
Persistent link: https://www.econbiz.de/10003991754
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Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 25/27, pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
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Forecast performance of exchange rate models revisited
Edison, Hali J. - In: Applied economics 23 (1991) 1, pp. 187-196
Persistent link: https://www.econbiz.de/10001115044
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Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695
Persistent link: https://www.econbiz.de/10011293469
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Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon; Chun, Sungju - In: Applied economics 49 (2017) 18, pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429