INTERPRETING ECONOMETRIC EVIDENCE ON EFFICIENCY IN THE FOREIGN EXCHANGE MARKET

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Bibliographic Details
Published in:Oxford economic papers 1984-03, Vol.36 (1), p.67-85
Main Authors: BAILEY, RALPH W., BAILLIE, RICHARD T., McMAHON, PATRICK C.
Format: Article
Language:English
Subjects:
Covariance matrices
Econometrics
Economic efficiency
Economic expectations
Economic models
Efficient markets
Estimators
Foreign exchange markets
Rational expectations theory
Vector autoregression
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ISSN:0030-7653
1464-3812
DOI:10.1093/oxfordjournals.oep.a041628