Does comovement among exchange rates imply market inefficiency?

DOI10.1016/0165-1765(93)00325-IzbMath0800.62784OpenAlexW2076643036MaRDI QIDQ1327942

John Baffes

Publication date: 3 July 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)00325-i

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites Work

• Co-Integration and Error Correction: Representation, Estimation, and Testing

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