Cointegration and market efficiency
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference23 articles.
1. Common Stochastic Trends in a System of Exchange Rates;Baillie;Journal of Finance,1989
2. Long-Run Dynamics of Black and Official Exchange Rates;Booth;Journal of International Money and Finance,1991
3. Cointegration and Tests of Present Value Model;Campbell;Journal of Political Economy,1987
4. Cointegration and Stock Prices: The Random Walk on Wall Street Revisited;Cerchi,;Journal of Economic Dynamics and Control,1988
5. Cointegration-Based Tests of Daily Foreign Exchange Market Efficiency;Coleman,;Economic Letters,1990
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