A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency : Baillie and Bollerslev revisited
Michael J. Moore ; Laurance S. Copeland
| Year of publication: |
1995
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|---|---|
| Authors: | Moore, Michael J. |
| Other Persons: | Copeland, Laurence S. (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 47.1995, 2, p. 131-135
|
| Subject: | Währungsderivat | Currency derivative | Effizienz | Efficiency | Theorie | Theory | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001178969