The foreign exchange market efficiency hypothesis. Revisiting the puzzle

DOI10.1016/0165-1765(94)90087-6zbMath0800.90234OpenAlexW1990447178MaRDI QIDQ1332928

Swarna D. Dutt

Publication date: 5 September 1994

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

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90087-6

Mathematics Subject Classification ID

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

Cites Work

• Testing for unit roots in autoregressive-moving average models of unknown order
• Testing for a unit root in time series regression
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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