Are long-term return anomalies illusions? : Evidence from the spot yen
Year of publication: |
2000
|
---|---|
Authors: | Batten, Jonathan A. ; Ellis, Craig ; Fetherston, Thomas Austin |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 12.2000, 4, p. 337-349
|
Subject: | Devisenmarkt | Foreign exchange market | Zeitreihenanalyse | Time series analysis | Yen | US-Dollar | US dollar | Welt | World | 1983-1999 |
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