How efficient are FX markets? : Empirical evidence of arbitrage opportunities using high-frequency data
Christos Kollias and Kostantinos Metaxas
| Year of publication: |
2001
|
|---|---|
| Authors: | Kollias, Chrēstos ; Metaxas, Kostantinos |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 11.2001, 4, p. 435-444
|
| Subject: | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage Pricing | Arbitrage pricing | Schätzung | Estimation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001595046