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File: Koronidisgeorgiosmsc2013
UNIVERSITY OF MACEDONIA MBA THESIS Pairs trading in forex markets: A test of the cointegration approach with the EUR/USD and GBP/USD currency pairs. Author:Koronidis Georgios (A.M : 25/12) Supervisor: ...

icon picture PDF Filetype PDF | Posted on 20 Aug 2022 | 2 years ago
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...University of macedonia mba thesis pairs trading in forex markets a test the cointegration approach with eur usd and gbp currency author koronidis georgios m supervisor dr ioannis papanastasiou copyright all rights reserved july abstract it is well known that strategies are used substantial level hedge fund world at current paper we chose to implement one classic strategy engle granger method biggest market nowadays daily average volume over trillion dollars our candidates this were two major constitutes by currencies three most important economies before core reader will be met fx history its special characteristics as factors according make non efficient least times fact created incentive possible profitable speculation or even hedging after point analyses his preliminary tests fundamental scanning methods results whom show evidence for occurrence between grander procedure follows however shows does not exist confidence finally makes reference summaries while also argues about great ...
								

							

						
	
												
				
					
					
					
			
					
				
				
		
	

	
		





	

	
				

						

						
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Posted on: 20 Aug 2022 | 2 years ago
										
										
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