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Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: Another look at European and Asian currency crises

  • Phengpis, Chanwit
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    File URL: http://www.sciencedirect.com/science/article/pii/S0148-6195(06)00039-7
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    Article provided by Elsevier in its journal Journal of Economics and Business.

    Volume (Year): 58 (2006)
    Issue (Month): 4 ()
    Pages: 323-342

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    Handle: RePEc:eee:jebusi:v:58:y:2006:i:4:p:323-342
    Contact details of provider: Web page: http://www.elsevier.com/locate/jeconbus

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