Foreign Exchange Market Efficiency : Fractional Cointegration Approach
Year of publication: |
2005
|
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Authors: | Belkacem, Lotfi ; El Meddeb, Zahra ; Boubaker, Heni |
Publisher: |
[S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Business, Vol. 10, No. 3, 2005 |
Classification: | F30 - International Finance. General ; F31 - Foreign Exchange ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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