Unit root and cointegration tests on the efficiency and biasedness of forward exchange rates
C. S. Pyun and Richard D. Evans
| Year of publication: |
1993
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|---|---|
| Authors: | Pyun, Chong-soo |
| Other Persons: | Evans, Richard D. (contributor) |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 17.1993, 2, p. 139-150
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| Subject: | Währungsderivat | Currency derivative | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Welt | World | 1980-1989 |
| 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/10001155298