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1
ARCH effects and cointegration : is the foreign exchange market efficient?
Alexakis, Panayotis
- In:
Journal of banking & finance
20
(
1996
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10001197705
Saved in:
2
Foreign exchange market efficiency and common stochastic trends
Crowder, William J.
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 551-564
Persistent link: https://www.econbiz.de/10001171002
Saved in:
3
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
Saved in:
4
Foreign Exchange Market Efficiency : Fractional Cointegration Approach
Belkacem, Lotfi
;
El Meddeb, Zahra
;
Boubaker, Heni
-
2005
market. For this aim, we use fractional cointegration tests based essentially on
estimation
of an error correction bivariate …
Persistent link: https://www.econbiz.de/10014063076
Saved in:
5
Long-memory models in testing the efficiency market hypothesis of the algerian exchange market
Benzai, Yassine
;
Aouad, Hadjar Soumia
;
Djellouli, Nassima
- In:
Management dynamics in the knowledge economy
10
(
2022
)
4/38
,
pp. 376-390
Persistent link: https://www.econbiz.de/10013499339
Saved in:
6
Global foreign exchange market efficiency
Lajaunie, John P.
-
1992
Persistent link: https://www.econbiz.de/10000908852
Saved in:
7
A study of the efficiency of foreign exchange markets
Longworth, David
;
Boothe, Paul
;
Clinton, Kevin
-
1983
Persistent link: https://www.econbiz.de/10000035425
Saved in:
8
Foreign exchange market inefficiency and exchange rate anomalies
Li, Jing
;
Miller, Norman C.
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 311-320
Persistent link: https://www.econbiz.de/10011474591
Saved in:
9
On the efficiency of foreign exchange markets
Froot, Kenneth
-
1992
Persistent link: https://www.econbiz.de/10000930920
Saved in:
10
Devisenmarkteffizienz : theoretische Grundlagen und empirische Ergebnisse
Kersten, Marc
-
1996
Persistent link: https://www.econbiz.de/10000944027
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