A note on cointegration and international capital market efficiency: A reply-Reference-Cited by-同舟云学术

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A note on cointegration and international capital market efficiency: A reply

Published:1996-08 Issue:4 Volume:15 Page:661-664
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Crowder William J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference8 articles.

1. Common trends in a system of exchange rates;Baillie;Journal of Finance,1989

2. Interpreting cointegrated models;Campbell;Journal of Economic Dynamics and Control,1988

3. Foreign exchange market efficiency and common stochastic trends;Crowder;Journal of International Money and Finance,1994

4. On cointegration and exchange rate dynamics;Diebold;Journal of Finance,1994

5. Cointegration and market efficiency;Dwyer;Journal of International Money and Finance,1992

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1. Can technical trading beat the foreign exchange market in times of crisis?;Global Finance Journal;2021-05

2. Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information;The Quarterly Review of Economics and Finance;2021-02

3. Long-memory exchange rate dynamics in the euro era;Chaos, Solitons & Fractals;2016-05

4. Stock Market Co-movement in ASEAN and China;Emerging Markets and the Global Economy;2014

5. Fractional integration and cointegration in US financial time series data;Empirical Economics;2013-12-17

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