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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

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  • 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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    20. Aroskar, Raj & Sarkar, Salil K. & Swanson, Peggy E., 2004. "European foreign exchange market efficiency: Evidence based on crisis and noncrisis periods," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 333-347.
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    22. Crowder, William J, 1994. "Foreign exchange market efficiency and common stochastic trends," Journal of International Money and Finance, Elsevier, vol. 13(5), pages 551-564, October.
    23. Phengpis, Chanwit & Apilado, Vince P., 2004. "Economic interdependence and common stochastic trends: A comparative analysis between EMU and non-EMU stock markets," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 245-263.
    24. Crowder, William J., 1996. "A note on cointegration and international capital market efficiency: A reply," Journal of International Money and Finance, Elsevier, vol. 15(4), pages 661-664, August.
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