On the robustness of cointegration tests of the market efficiency hypothesis : evidence from six European foreign exchange markets
Year of publication: |
1994
|
---|---|
Authors: | Masih, Abdul Mansur M. |
Other Persons: | Masih, Rumi (contributor) |
Published in: |
Economia internazionale. - Genova : Inst., ISSN 0012-981X, ZDB-ID 1799-1. - Vol. 47.1994, 2, p. 160-180
|
Subject: | Schätztheorie | Estimation theory | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Schätzung | Estimation | Deutschland | Germany | Belgien | Belgium | Frankreich | France | Großbritannien | United Kingdom | Niederlande | Netherlands | Schweiz | Switzerland | 1977-1991 |
-
New panel unit root tests of PPP
Coakley, Jerry, (1997)
-
Covariance matrix estimators and tests of market efficiency
Ligeralde, Antonio Velasco, (1997)
-
Akiba, Hiroya, (1989)
- More ...
-
Futures trading volume as a determinant of prices in different momentum phases
Hodgson, Allan, (2006)
-
Model uncertainty and asset return predictability : an application of Bayesian model averaging
Masih, Rumi, (2010)
-
Dewandaru, Ginanjar, (2015)
- More ...