Re-examining forward market efficiency : evidence from fractional and Harris-Inder cointegration tests
Taufiq Choudhry
| Year of publication: |
1999
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|---|---|
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International review of economics & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001443992