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Are foreign exchange markets really efficient?

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  • Alexander, C. O.
  • Johnson, A.

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File URL: http://www.sciencedirect.com/science/article/B6V84-45D0N9B-4V/2/6cfa7bfa2fb8195f70b85c1c4ea9ca32
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 40 (1992)
Issue (Month): 4 (December)
Pages: 449-453

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Handle: RePEc:eee:ecolet:v:40:y:1992:i:4:p:449-453

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Web page: http://www.elsevier.com/locate/ecolet

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Cited by:
  1. Barkoulas, John & Baum, Christopher F. & Chakraborty, Atreya, 2003. "Forward premiums and market efficiency: Panel unit-root evidence from the term structure of forward premiums," Journal of Macroeconomics, Elsevier, vol. 25(1), pages 109-122, March.
  2. Carol Alexander & Ian Giblin & Wayne Weddington III, 2001. "Cointegration and Asset Allocation: A New Fund Strategy," ICMA Centre Discussion Papers in Finance icma-dp2001-03, Henley Business School, Reading University.
  3. Engel, Charles, 1996. "A note on cointegration and international capital market efficiency," Journal of International Money and Finance, Elsevier, vol. 15(4), pages 657-660, August.

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