Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Year of publication: |
1997
|
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Authors: | Shen, Chung-hua |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 6, p. 711-719
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Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Devisenmarkt | Foreign exchange market | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Schweiz | Switzerland | Kanada | Canada | Japan | 1973-1993 |
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