Browsing Economic and Social Review by Author "Richter, Christian R."
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Are capital markets efficient? evidence from the term structure of interest rates in Europe
Hughes Hallett, Andrew; Richter, Christian R. (Economic & Social StudiesDublin, 2002)This paper investigates the uncovered interest parity hypothesis in an unusual way. We provide empirical evidence on the efficiency of capital markets using a time domain approach. However, a common prediction from theoretical ...