Regression vs. volatility tests of the efficiency of foreign exchange markets
| Year of publication: |
1987
|
|---|---|
| Authors: | Frankel, Jeffrey A. ; Stock, James H. |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 6.1987, 1, p. 49-56
|
| Publisher: |
Elsevier |