An empirical investigation of Greek drachma foreign exchange market
Examines the formation of expectations, efficiency and conditional volatility in the foreign exchange market for the Greek drachma using 1987‐1998 data. Presents the statistical results in detail and considers consistency with other research. Identifies the theoretical and empirical implications of the study and suggests further research.
Year of publication: |
2001
|
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Authors: | Agorastos, K.A. |
Published in: |
Managerial Finance. - MCB UP Ltd, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 27.2001, 8, p. 79-100
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Publisher: |
MCB UP Ltd |
Subject: | Accounting research | Foreign exchange | Financial markets | Drachma | Greece |
Saved in:
Online Resource
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