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Foreign Exchange Market Efficiency and Cointegration

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Author Info
Ferre, Montserrat
Hall, Stephen G

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Abstract

The analysis of market efficiency in the foreign exchange market adopted a new approach after Granger (1986) stated that assets in an efficient market could not be cointegrated. If they were, there would be a market inefficiency since there would be Granger causality running at least in one direction and thus one price could be used to forecast the other. The interpretation that the literature has given to the relationship between cointegration and market efficiency has been that noncointegration is a necessary and sufficient condition for market efficiency. In the authors' opinion, the fact that two spot exchange rates are cointegrated does not necessarily imply that inefficiency exists. In this article, it is argued that when the economy is composed of N exchange rates and the closed system is analysed without dynamics, as it is the case when considering the no-arbitrage condition, the Granger Representation Theorem (GRT) does not tell one anything about efficiency. Further, when a subset J of the N exchange rates is considered, then the GRT becomes irrelevant for efficiency. To illustrate these hypotheses will be the objective of this article along with that of developing a framework to test for efficiency when cointegration is present. Copyright 2002 by Taylor and Francis Group

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Financial Economics.

Volume (Year): 12 (2002)
Issue (Month): 2 (February)
Pages: 131-39
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Handle: RePEc:taf:apfiec:v:12:y:2002:i:2:p:131-39

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  1. Michael Kühl, 2007. "Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses," cege – Center for European, Governance and Economic Development Research Discussion Papers 68, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
  2. Daphna Shwarts-Asher & Uri Ben-zion & Shaul Gabbay & Joseph Yagil, 2006. "Launching a corporate website and market efficiency," Applied Financial Economics, Taylor and Francis Journals, vol. 16(7), pages 551-559, April. [Downloadable!] (restricted)
  3. Michael Kühl, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," cege – Center for European, Governance and Economic Development Research Discussion Papers 76, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 03 Sep 2008. [Downloadable!]
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