A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency : Baillie and Bollerslev revisited
Year of publication: |
1995
|
---|---|
Authors: | Moore, Michael J. |
Other Persons: | Copeland, Laurence S. (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 47.1995, 2, p. 131-135
|
Subject: | Währungsderivat | Currency derivative | Effizienz | Efficiency | Theorie | Theory | Welt | World |
-
The empirical evidence on the efficiency of forward and futures foreign exchange markets
Hodrick, Robert J., (1987)
-
The Nature and Efficiency of the Foreign Exchange Market
Stein, Jerome L., (1962)
-
Foreign exchange market efficiency tests in Sub-Saharan Africa
Aron, Janine, (1997)
- More ...
-
Moore, Michael J., (1995)
-
Compensation mechanisms for job risks : wages, workers' compensation, and product liability
Moore, Michael J., (1990)
-
The pricing of unexpected volatility in the currency market
Lu, Wenna, (2021)
- More ...