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How efficient is the U.K. housing market?

Schindler, Felix - 2010

Extending the controversial findings from the relevant literature, the results from the quarterly transaction-based Nationwide indices from 1974 to 2009 provide further empirical evidence on the rejection of the weak-form version of efficiency in the U.K. housing market. In addition to...

Persistent link: https://www.econbiz.de/10003969872

Examining the first stages of market performance : a test for evolving market efficiency

Zalewska-Mitura, Anna; Hall, Stephen G. - 1998

Persistent link: https://www.econbiz.de/10000984432

Exchange return co-movements and volatility spillovers before and after the introduction of euro

Antonakakis, Nikolaos - 2012

Persistent link: https://www.econbiz.de/10009559164

Exchange return co-movements and volatility spillovers before and after the introduction of euro

Antonakakis, Nikolaos - 2012

This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … franc and the Japanese yen vis-à-vis the US dollar before and after the introduction of the euro. Based on dynamic … with extreme economic episodes and, to a lower extend, with appreciations of the US dollar. Moreover, the euro (Deutsche …

Persistent link: https://www.econbiz.de/10011347744

Vehicle currency pricing and exchange rate pass-through

Chen, Natalie; Chung, Wanyu; Novy, Dennis - 2019

Using detailed firm-level transactions data for UK imports, we find that invoicing in a vehicle currency is pervasive, with more than half of transactions in our sample invoiced in neither sterling nor the exporter's currency. We then study the relationship between invoicing currency choices and...

Persistent link: https://www.econbiz.de/10012029070