Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Peter C. B. Phillips ; James W. McFarland ; Patrick C. McMahon
| Year of publication: |
1996
|
|---|---|
| Authors: | Phillips, Peter C. B. |
| Other Persons: | MacFarland, James W. (contributor) ; McMahon, Patrick C. (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 11.1996, 1, p. 1-22
|
| Subject: | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Schätzung | Estimation | Belgien | Belgium | Frankreich | France | Italien | Italy | USA | United States | 1922-1925 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001196180