Common stochastic trends, multivariate market efficiency and the temporal causal dynamics in a system of daily spot exchange rates
Abul M. M. Masih and Rumi Masih
| Year of publication: |
1996
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|---|---|
| Authors: | Masih, Abdul Mansur M. |
| Other Persons: | Masih, Rumi (contributor) |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 6.1996, 6, p. 495-504
|
| Subject: | Devisenmarkt | Foreign exchange market | Finanzmarktregulierung | Financial market regulation | Schätzung | Estimation | Malaysia | 1984-1991 |
| 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/10001217471