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Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar
Masih, Abdul Mansur M. - In: Applied financial economics 5 (1995) 3, pp. 139-150
Persistent link: https://www.econbiz.de/10001185273
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Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua - In: Applied financial economics 7 (1997) 6, pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
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A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Barkoulas, John T. - In: Applied financial economics 7 (1997) 6, pp. 635-643
Persistent link: https://www.econbiz.de/10001240792
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Foreign exchange market efficiency and cointegration
Ferré, Montserrat; Hall, Stephen G. - In: Applied financial economics 12 (2002) 2, pp. 131-139
Persistent link: https://www.econbiz.de/10001646554
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Evaluating currency market efficiency : are cointegration tests appropriate?
Kellard, Neil; Newbold, Paul; Rayner, Anthony J. - In: Applied financial economics 11 (2001) 6, pp. 681-691
Persistent link: https://www.econbiz.de/10001636219
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How efficient are FX markets? : Empirical evidence of arbitrage opportunities using high-frequency data
Kollias, Chrēstos; Metaxas, Kostantinos - In: Applied financial economics 11 (2001) 4, pp. 435-444
Persistent link: https://www.econbiz.de/10001595046
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Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
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Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A. - In: Applied financial economics 24 (2014) 19/21, pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
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Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.; Samitas, Aristeidis; … - In: Applied financial economics 24 (2014) 19/21, pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
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Monetary interdependence between the United States and United Kingdom under alternative exchange rate regimes
Cheung, Daniel Wai-Wah - In: Applied financial economics 1 (1991) 3, pp. 175-184
Persistent link: https://www.econbiz.de/10001136597