Some evidence on the efficiency of the forward market for foreign exchange from Monte-Carlo experiments
Year of publication: |
1995
|
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Authors: | Zietz, Joachim |
Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 105.1995, 433, p. 1471-1487
|
Subject: | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis | Simulation | Theorie | Theory |
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