the Euro by applying the cointegration analysis to exchange rates. The introduction of the Euro has changed the structure … credibility in the foreign exchange market, namely the Deutsche Mark, has been assimilated into the Euro. In order to evaluate if … the introduction of a new currency has resulted in inefficient markets, a bivariate cointegration analysis should be …

the Euro by applying the cointegration analysis to exchange rates. The introduction of the Euro has changed the structure … credibility in the foreign exchange market, namely the Deutsche Mark, has been assimilated into the Euro. In order to evaluate if … the introduction of a new currency has resulted in inefficient markets, a bivariate cointegration analysis should be …

the Euro by applying the cointegration analysis to exchange rates. The introduction of the Euro has changed the structure … credibility in the foreign exchange market, namely the Deutsche Mark, has been assimilated into the Euro. In order to evaluate if … the introduction of a new currency has resulted in inefficient markets, a bivariate cointegration analysis should be …

fractional cointegration between the one-month forward rate and the spot rate relative to these parities (TND/USD) and (TND/Euro) … market. For this aim, we use fractional cointegration tests based essentially on estimation of an error correction bivariate … ARFIMA model. The cointegration tests are conducted using spot and 1- month forward daily exchange rate of the Tunisian Dinar …

This paper tests the hypothesis on market efficiency for returns on the euro against fifteen currencies while assuming …

market. In order to test for market efficiency a cointegration analysis is used. The main argument builds on the semistrong … the article is verified using Unit Root tests and Johansen Cointegration Test on the pair of EURPLN and USDPLN exchange …

This paper test for causality between the US Dollar-Euro exchange rate and US-EMU bond yield differentials. To that end …