ARCH effects and cointegration : is the foreign exchange market efficient?
Year of publication: |
1996
|
---|---|
Authors: | Alexakis, Panayotis |
Other Persons: | Apergēs, Nikolaos (contributor) |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 20.1996, 4, p. 687-697
|
Subject: | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Deutsche Mark | US-Dollar | US dollar | Yen | Französischer Franc | French franc | Welt | World | 1978-1992 |
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