A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Year of publication: |
1997
|
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Authors: | Barkoulas, John T. |
Other Persons: | Baum, Christopher F. (contributor) |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 6, p. 635-643
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Devisenmarkt | Foreign exchange market | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | Welt | World | 1978-1992 |
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