Exchange rate market efficiency: across and within countries
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- Coleman, Mark, 1990. "Cointegration-based tests of daily foreign exchange market efficiency," Economics Letters, Elsevier, vol. 32(1), pages 53-59, January.
- Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil, 1994.
" On Cointegration and Exchange Rate Dynamics,"
Journal of Finance,
American Finance Association, vol. 49(2), pages 727-35, June.
- Copeland, Laurence S, 1991. "Cointegration Tests with Daily Exchange Rate Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(2), pages 185-98, May.
- Baillie, Richard T & Bollerslev, Tim, 1989. " Common Stochastic Trends in a System of Exchange Rates," Journal of Finance, American Finance Association, vol. 44(1), pages 167-81, March.
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