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type:"article"
~isPartOf:"Advanced studies in economic sciences : information systems, economics and OR"
~isPartOf:"Applied financial economics"
~subject:"Foreign exchange market"
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Search: subject_exact:"Effizienzmarkthypothese"
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Barkoulas, John T.
1
Baum, Christopher F.
1
Czerkawski, Chris
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Dunis, Christian
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Advanced studies in economic sciences : information systems, economics and OR
Applied financial economics
Journal of international money and finance
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7
International review of economics & finance : IREF
7
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5
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2007 Business & Economics Society International Conference ; Vol. 1
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1
Testing the efficiency of foreign exchange market, part 1
Czerkawski, Chris
;
Kurihara, Osamu
- In:
Advanced studies in economic sciences : information …
,
(pp. 1-9)
.
2019
Persistent link: https://www.econbiz.de/10012386973
Saved in:
2
Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian
;
Miao, Jia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
Saved in:
3
Foreign exchange market efficiency and cointegration
Ferré, Montserrat
;
Hall, Stephen G.
- In:
Applied financial economics
12
(
2002
)
2
,
pp. 131-139
Persistent link: https://www.econbiz.de/10001646554
Saved in:
4
How efficient are FX markets? : Empirical evidence of arbitrage opportunities using high-frequency data
Kollias, Chrēstos
;
Metaxas, Kostantinos
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 435-444
Persistent link: https://www.econbiz.de/10001595046
Saved in:
5
Evaluating currency market efficiency : are cointegration tests appropriate?
Kellard, Neil
;
Newbold, Paul
;
Rayner, Anthony J.
- In:
Applied financial economics
11
(
2001
)
6
,
pp. 681-691
Persistent link: https://www.econbiz.de/10001636219
Saved in:
6
Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
Saved in:
7
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Barkoulas, John T.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 635-643
Persistent link: https://www.econbiz.de/10001240792
Saved in:
8
Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar
Masih, Abdul Mansur M.
- In:
Applied financial economics
5
(
1995
)
3
,
pp. 139-150
Persistent link: https://www.econbiz.de/10001185273
Saved in:
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