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Interdependence between exchange rates : evidence from multivariate fractional cointegration

Boubaker, Heni; Belkacem, Lotfi - In: International journal of business 15 (2010) 3, pp. 255-270

Persistent link: https://www.econbiz.de/10003993686

Efficiency of foreign exchange market of Sri Lanka : some empirical evidence

Wickremasinghe, Guneratne - In: Economics, management and financial markets 11 (2016) 4, pp. 49-60

Persistent link: https://www.econbiz.de/10011868138

Forward Rate Unbiasedness Hypothesis in the Tunisian Foreign Exchange Market

Azouzi, Dhekra - 2012

Based on a linear framework, this paper aims to examine the relationship between future spot rates and forward exchange rates using USD-TND data, thanks to traditional regressions and to the Vector Error Correction Model (VECM) in order to check if the Unbiasedness Forward Exchange Rate (UFER)...

Persistent link: https://www.econbiz.de/10013115567

European foreign exchange market efficiency : evidence based on crisis and non crisis periods

Aroskar, Raj; Sarkar, Salil K.; Swanson, Peggy E. - In: International review of financial analysis 13 (2004) 3, pp. 333-347

Persistent link: https://www.econbiz.de/10002115132

Cointegration in the foreign exchange market and market efficiency since the introduction of the euro : evidence based on bivariate cointegration analyses

Kühl, Michael (contributor) - 2007

the Euro by applying the cointegration analysis to exchange rates. The introduction of the Euro has changed the structure … the introduction of a new currency has resulted in inefficient markets, a bivariate cointegration analysis should be … adjustment to the long-run equilibrium. -- foreign exchange market ; market efficiency ; cointegration …