Searching for Inefficiencies in Exchange Rate Dynamics¶
Caporale, G. M., Gil-Alana, L., & Plastun, A. (2017). Searching for Inefficiencies in Exchange Rate Dynamics. Computational Economics.
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1 citation across 1 artifact.
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Domain-specific¶
- Statistical relative-value trading
- Correlation, cointegration, and PCA are possible implementations, not universal requirements.
This sourceThe §3 two-leg example and later single-cross-rate backtests are distinct.
- Correlation, cointegration, and PCA are possible implementations, not universal requirements.
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