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A note on cointegration and international capital market efficiency

  • Engel, Charles

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File URL: http://www.sciencedirect.com/science/article/B6V9S-3VV424H-9/2/8b13f4ae5c726d78f18e6a02f73d5550
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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 15 (1996)
Issue (Month): 4 (August)
Pages: 657-660

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Handle: RePEc:eee:jimfin:v:15:y:1996:i:4:p:657-660
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443

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  1. Baffes, John, 1994. "Does comovement among exchange rates imply market inefficiency?," Economics Letters, Elsevier, vol. 44(3), pages 273-280.
  2. Alexander, C. O. & Johnson, A., 1992. "Are foreign exchange markets really efficient?," Economics Letters, Elsevier, vol. 40(4), pages 449-453, December.
  3. Francis X. Diebold & Javier Gardeazabal & Kamil Yilmaz, 1993. "On cointegration and exchange rate dynamics," Working Papers 93-2, Federal Reserve Bank of Philadelphia.
  4. 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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