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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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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T. - 1994
Persistent link: https://www.econbiz.de/10000920922
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Global foreign exchange market efficiency
Lajaunie, John P. - 1992
Persistent link: https://www.econbiz.de/10000908852
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Modeling volatility dynamics
Diebold, Francis X.; Lopez, Jose A. - 1995
Persistent link: https://www.econbiz.de/10000587223
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Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
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Langfristige Trends der Wechselkursvolatilität unter alternativen Währungsregimes
Frömmel, Michael - 2005
Persistent link: https://www.econbiz.de/10002977273
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Are long-term return anomalies illusions? : Evidence from the spot yen
Batten, Jonathan A.; Ellis, Craig; Fetherston, Thomas Austin - In: Japan and the world economy : international journal of … 12 (2000) 4, pp. 337-349
Persistent link: https://www.econbiz.de/10001534683
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A fractal analysis of foreign exchange markets
Mulligan, Robert F. - In: International advances in economic research : IAER ; an … 6 (2000) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10001490499