An investigation of the efficiency of foreign exchange markets : the Martingale process, interest rate parity and the unbiased estimator hypothesis
Anil K. Aggarwal
| Year of publication: |
1982
|
|---|---|
| Authors: | Aggarwal, Anil K. |
| Subject: | Devisenkurs | Kapitalzins | Zinsparität | Interest rate parity | Schätztheorie | Estimation theory | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis | Martingal | Martingale | Schätzung | Estimation |
| Extent: | XII, 215 S |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Thesis: | University of Houston, Diss. |
| Notes: | Bibliogr. S. 210-215 Fotokopie |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001798657