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ARCH effects and cointegration: Is the foreign exchange market efficient?

✍ Scribed by Panayotis Alexakis; Nicholas Apergis

Book ID: 116134966
Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 515 KB
Volume: 20
Category: Article
ISSN: 0378-4266
DOI: 10.1016/0378-4266(95)00027-5

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