EXCHANGE MARKET-EFFICIENCY - A SEMI-STRONG TEST USING MULTIPLE MARKETS AND DAILY DATA

被引：4

作者：

ROSE, AK ^{[1
]}

SELODY, JG ^{[1
]}

机构：

[1] BANK CANADA, OTTAWA, ONTARIO, CANADA

来源：

关键词：

D O I：

10.2307/1935992

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：669 / 672

页数：4

共 8 条

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BLEJER, MI ;

KHAN, MS .

[2] SPECULATION AND THE FORWARD FOREIGN-EXCHANGE RATE - NOTE [J].

CALLIER, P .

[3]

CORNELL WB, 1977, REV ECON STAT, V59, P111

GEWEKE, J ;

FEIGE, E .

HANSEN, LP ;

HODRICK, RJ .

[6]

LEVICH RM, 1978, MANAGED EXCHANGE RAT

LONGWORTH, D .

[8]

MCKINNON RI, 1976, I ARRANGEMENTS INFLA