Simple foreign exchange market efficiency revisited

DOI10.1016/0165-1765(94)00487-0zbMath0815.90031OpenAlexW2080057534WikidataQ127149142 ScholiaQ127149142MaRDI QIDQ5906660

Antonio V. Ligeralde

Publication date: 1994

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

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00487-0

zbMATH Keywords

market efficiencyforeign exchange market

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• The Fitting of Time-Series Models
• Band Covariance Matrix Estimation Using Restricted Residuals: A Monte Carlo Analysis
• A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty

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