On the robustness of cointegration tests of the market efficiency hypothesis : evidence from six European foreign exchange markets
Abul M. M. Masih ; Rumi Masih
| Year of publication: |
1994
|
|---|---|
| Authors: | Masih, Abdul Mansur M. |
| Other Persons: | Masih, Rumi (contributor) |
| Published in: |
Economia internazionale. - Genova : Inst., ISSN 0012-981X, ZDB-ID 1799-1. - Vol. 47.1994, 2, p. 160-180
|
| Subject: | Schätztheorie | Estimation theory | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Schätzung | Estimation | Deutschland | Germany | Belgien | Belgium | Frankreich | France | Großbritannien | United Kingdom | Niederlande | Netherlands | Schweiz | Switzerland | 1977-1991 |
| 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/10001175913