Integration of the foreign exchange market across Tokyo, London and New York using cointegration analysis
John P. Lajaunie; Atsuyuki Naka; Oscar Varela
| Year of publication: |
1995
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|---|---|
| Authors: | Lajaunie, John P. ; Naka, Atsuyuki ; Varela, Oscar |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 5.1995, 4, p. 37-50
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| Subject: | Devisenmarkt | Foreign exchange market | Marktintegration | Market integration | Kointegration | Cointegration | Japan | Großbritannien | United Kingdom | USA | United States | 1986-1991 |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international financial markets, institutions & money |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001500031