✦ LIBER ✦

Cointegration-based tests of daily foreign exchange market efficiency

✍ Scribed by Mark Coleman

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Further Evidence on Foreign Exchange Mar

✍ John P. Lajaunie; Bruce L. McManis; Atsuyuki Naka 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 493 KB

Tests of exchange market efficiency: fra

✍ Peter S. Sephton; Hans K. Larsen 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 566 KB

ARCH effects and cointegration: Is the f

✍ Panayotis Alexakis; Nicholas Apergis 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 515 KB

Foreign exchange market efficiency and c

✍ Ronald MacDonald; Mark P. Taylor 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 354 KB

Efficiency in German and Japanese foreig

✍ Marco Tronzano 📂 Article 📅 1992 🏛 Springer-Verlag 🌐 English ⚖ 959 KB

Stochastic prices and tests of efficienc

✍ Jacob A. Frenkel; Assaf Razin 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 335 KB