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The Integration And Efficiency Of International Bond Markets

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  • Andrew D. Clare
  • Michael Maras
  • Stephen H. Thomas

Abstract

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Suggested Citation

  • Andrew D. Clare & Michael Maras & Stephen H. Thomas, 1995. "The Integration And Efficiency Of International Bond Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(2), pages 313-322, March.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:2:p:313-322
    DOI: 10.1111/j.1468-5957.1995.tb00687.x
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    References listed on IDEAS

    as
    1. Sargan, John Denis & Bhargava, Alok, 1983. "Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk," Econometrica, Econometric Society, vol. 51(1), pages 153-174, January.
    2. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    3. Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
    4. Søren Johansen & Katarina Juselius, 1990. "Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK," Discussion Papers 90-05, University of Copenhagen. Department of Economics.
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