Is the Tokyo spot foreign exchange market consistent with the efficient market hypothesis?
John P. Lajaunie and Atsuyuki Naka
| Year of publication: |
1992
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|---|---|
| Authors: | Lajaunie, John P. |
| Other Persons: | Naka, Atsuyuki (contributor) |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 2.1992, 1, p. 68-74
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| Subject: | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Japan | 1986-1991 |
| 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/10001148727