A note on cointegration and international capital market efficiency
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- Baffes, John, 1994. "Does comovement among exchange rates imply market inefficiency?," Economics Letters, Elsevier, vol. 44(3), pages 273-280.
- Alexander, C. O. & Johnson, A., 1992. "Are foreign exchange markets really efficient?," Economics Letters, Elsevier, vol. 40(4), pages 449-453, December.
- 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.
- MacDonald, Ronald & Taylor, Mark P., 1989. "Foreign exchange market efficiency and cointegration : Some evidence from the recent float," Economics Letters, Elsevier, vol. 29(1), pages 63-68.
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