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Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach

Listed author(s):
  • Giannellis, Nikolaos
  • Papadopoulos, Athanasios P.

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File URL: http://www.sciencedirect.com/science/article/pii/S0264-9993(08)00072-2
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Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 26 (2009)
Issue (Month): 1 (January)
Pages: 155-166

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Handle: RePEc:eee:ecmode:v:26:y:2009:i:1:p:155-166
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30411

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  19. Fama, Eugene F., 1984. "Forward and spot exchange rates," Journal of Monetary Economics, Elsevier, vol. 14(3), pages 319-338, November.
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  33. Zivot, Eric, 2000. "Cointegration and forward and spot exchange rate regressions," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 785-812, December.
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  37. Bergman, U. Michael & Hansson, Jesper, 2005. "Real exchange rates and switching regimes," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 121-138, February.
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