Foreign exchange market efficiency and cointegration
Year of publication: |
2002
|
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Authors: | Ferré, Montserrat ; Hall, Stephen G. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 2, p. 131-139
|
Subject: | Granger Representation Theorem; GRT | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Kointegration | Cointegration | Theorie | Theory |
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