Searching for inefficiencies in exchange rate dynamics
Guglielmo Maria Caporale, Luis Gil-Alana, Alex Plastun
| Year of publication: |
March 2017
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Plastun, Alex |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 3, p. 405-432
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| Subject: | Pair trading | Oscillator | Trading strategy | Convergence/divergence indicator (CDI) | Exchange rates | Wechselkurs | Exchange rate | Theorie | Theory | Volatilität | Volatility | Devisenmarkt | Foreign exchange market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9567-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762118