A note on cointegration and international capital market efficiency
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference14 articles.
1. Are foreign exchange markets really efficient?;Alexander;Economic Letters,1992
2. Does comovement among exchange rates imply market inefficiency?;Baffes;Economic Letters,1994
3. Common stochastic trends in a system of exchange rates;Baillie;Journal of Finance,1989
4. Cointegration-based tests of daily foreign exchange market efficiency;Coleman;Economics Letters,1990
5. Cointegration tests of daily foreign exchange data;Copeland;Oxford Bulletin of Economics and Statistics,1991
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