Exploring the application of pairs trading in the forex market
Haw-Ya Yeh, Yung-Hao Tang, Chang-Chieh Hsieh, Chao-Yang Lin
| Year of publication: |
2024
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|---|---|
| Authors: | Yeh, Haw-Ya ; Tang, Yung-Hao ; Hsieh, Chang-Chieh ; Lin, Chao-Yang |
| Published in: |
Journal of financial studies : JFS : the official publication of the Taiwan Finance Association. - Taipei City, Taiwan (R.O.C.) : The Taiwan Finance Association, ISSN 1022-2898, ZDB-ID 3139387-1. - Vol. 32.2024, 2, p. 85-132
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| Subject: | Forex market | pairs trading | distance approach | co-integration approach | copula approach | Devisenmarkt | Foreign exchange market | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.6545/JFS.202406_32(2).0003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015079698