Using daily settlement prices for a range of real and ยฎnancial futures over the period 6 April 1981ยฑ31 October 1995, this paper considers the extent to which, ex post, asset prices depart from random behaviour and investigates the efยฎciency of the markets within which the prices of the assets are de
โฆ LIBER โฆ
The cyclical behaviour of prices in the U.K.: Some structural time series evidence
โ Scribed by Imad A. Moosa
- Publisher
- Springer-Verlag
- Year
- 2000
- Tongue
- English
- Weight
- 196 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0377-7332
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