✦ LIBER ✦

Regression vs. volatility tests of the efficiency of foreign exchange markets

✍ Scribed by Jeffrey A. Frankel; James H. Stock

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic prices and tests of efficienc

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

Efficiency tests of foreign exchange mar

✍ Shu-Mei Chiang; Yen-Hsien Lee; Hsin-Mei Su; Yi-Pin Tzou 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 547 KB

Cointegration-based tests of daily forei

✍ Mark Coleman 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 479 KB

Using survey data to test market efficie

✍ P. C. Liu; G. S. Maddala 📂 Article 📅 1992 🏛 Springer-Verlag 🌐 English ⚖ 827 KB

Exchange rate prediction and efficiency

✍ W. Naggl 📂 Article 📅 1991 🏛 Springer-Verlag 🌐 English ⚖ 512 KB

Testing efficiency of the ruble-sterling

✍ Elena Goldman 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 554 KB