مرکز منطقه ای اطلاع رساني علوم و فناوري - ARCH effects and cointegration: Is the foreign exchange market efficient?

Title of article :

ARCH effects and cointegration: Is the foreign exchange market efficient?

Author/Authors :

Panayotis Alexakis، نويسنده , , Nicholas Apergis، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

687

To page :

697

Keywords :

Efficient markets , Forward exchange rates , cointegration , ARCH effects

Journal title :

Journal of Banking and Finance

Serial Year :

1996

Journal title :

Journal of Banking and Finance

Record number :

192864

Link To Document :