• Efficiency in the forward exchange market - an application of co-integration - reply

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    v20n31989_10.pdf (114.68 KB)

    Date

    1989

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    Volume Title

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    Economic & Social Studies

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    Citation

    pp286-287

    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.

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    http://hdl.handle.net/2262/68588

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    Economic and Social Review Archive: Complete Collection 1969-
    The Economic and Social Review, Vol. 20, No. 3, April 1989

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    Keywords

    Forward exchange, Economics

    Author: Lucey, BM

    Publisher: Economic & Social Studies
    Type of material: Journal article