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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economia internazionale"
~isPartOf:"International journal of business"
~subject:"Foreign exchange market"
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Search: subject:"Markteffizienz"
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ECONIS (ZBW)
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1
Interdependence between exchange rates : evidence from multivariate fractional cointegration
Boubaker, Heni
;
Belkacem, Lotfi
- In:
International journal of business
15
(
2010
)
3
,
pp. 255-270
Persistent link: https://www.econbiz.de/10003993686
Saved in:
2
Foreign exchange market efficiency : fractional cointegration approach
Belkacem, Lotfi
;
Meddeb, Zahra el
;
Boubaker, Heni
- In:
International journal of business
10
(
2005
)
3
,
pp. 285-302
Persistent link: https://www.econbiz.de/10003176641
Saved in:
3
Foreign exchange market efficiency : did the EMS make a difference? ; A cointegration-based empirical investigation
Tronzano, Marco
- In:
Economia internazionale
55
(
2002
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001697810
Saved in:
4
On the robustness of cointegration tests of the market efficiency hypothesis : evidence from six European foreign exchange markets
Masih, Abdul Mansur M.
- In:
Economia internazionale
47
(
1994
)
2
,
pp. 160-180
Persistent link: https://www.econbiz.de/10001175913
Saved in:
5
Efficiency and expectations revisited : a foreign exchange market with Bayesian players
Christodoulakis, Nicos
-
1994
Persistent link: https://www.econbiz.de/10013421957
Saved in:
6
Re-interpreting the failure of foreign exchange market efficiency tests : small transaction costs, big hysteresis bands
Baldwin, Richard E.
-
1990
Persistent link: https://www.econbiz.de/10000788291
Saved in:
7
Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
Wickens, Michael R.
;
Thomas, Stephen
-
1989
Persistent link: https://www.econbiz.de/10000779308
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