Efficiency in the forward exchange market - an application of co-integration - reply
Citation:
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Abstract:
In this issue of the Economic and Social Review, Leddin comments on my recent (1988) paper which examined co-integration as a technique for analysing the efficiency of the forward exchange market. This paper addresses a small number of the interesting points raised in this Comment.
Author: Lucey, BM
Publisher:
Economic & Social StudiesType of material:
Journal articleCollections:
Series/Report no:
Economic and Social ReviewVol.20, No. 3, April 1989