Re-examining Cointegration, Unit Roots and Efficiency in Foreign Exchange Rates

Re-examining Cointegration, Unit Roots and Efficiency in Foreign Exchange Rates

Lajaunie, John P., (1997)

Integration of the foreign exchange market across Tokyo, London and New York using cointegration analysis

Lajaunie, John P., (1995)

Is the Tokyo spot foreign exchange market consistent with the efficient market hypothesis?

Lajaunie, John P., (1992)