Re-examining forward market efficiency : evidence from fractional and Harris-Inder cointegration tests
Year of publication: |
1999
|
---|---|
Authors: | Choudhry, Taufiq |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 8.1999, 4, p. 433-453
|
Subject: | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis | Kointegration | Cointegration | Australien | Australia | Kanada | Canada | Frankreich | France | Deutschland | Germany | Hongkong | Hong Kong | Italien | Italy | Japan | Südafrika | South Africa | Großbritannien | United Kingdom | 1985-1996 |
-
Testing for forward-rate unbiasedness : on regression in levels and in returns
Maynard, Alex, (2003)
-
Balancing copyright : a survey of national approaches
Hilty, Reto M., (2012)
-
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy, (2002)
- More ...
-
Day of the week effect in emerging Asian stock markets: evidence from the GARCH model
Choudhry, Taufiq, (2000)
-
Choudhry, Taufiq, (2015)
-
HIGH‐FREQUENCY EXCHANGE‐RATE PREDICTION WITH AN ARTIFICIAL NEURAL NETWORK
Choudhry, Taufiq, (2012)
- More ...