Speculative bubbles and excess returns in European exchange rates. Evidence from a nonparametric approach
Year of publication: |
1997-06
|
---|---|
Authors: | Bobula, Andrea ; Arcangelis, Giuseppe De |
Institutions: | Dipartimento di Economia e Diritto, Facoltà di Economia |
Subject: | Sign Test | Wilcoxon Rank Test | Efficiency Market Hypothesis | Monte Carlo Experiment | Risk Premium | Peso Problem |
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