Pairs trading: does volatility timing matter?

Applied Economics

Volumn 47, Issue 57, 2015, Pages 6239-6256

  Huck, Nicolas ^a  

^a UNIVERSITÉ DE LORRAINE   (France)

Author keywords

pairs trading; trading rules; VIX timing

Indexed keywords

COINTEGRATION ANALYSIS; FINANCIAL CRISIS; FINANCIAL MARKET; INVESTMENT; STOCK MARKET; STRATEGIC APPROACH;

JAPAN; UNITED STATES;

EID: 84942192128     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036846.2015.1068923     Document Type: Article

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