Dynamic Efficiency in the East European Emerging Markets
Yoshihiko Tsukuda,
Tatsuyoshi Miyakoshi () and
Junji Shimada
Asia-Pacific Financial Markets, 2005, vol. 12, issue 2, pages 159-179
Keywords: dynamic efficiency; East European emerging markets; time varying parameter; K1alman filter (search for similar items in EconPapers)
Downloads: (external link)
http://hdl.handle.net/10.1007/s10690-006-9017-6 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Access Statistics for this article
Asia-Pacific Financial Markets is edited by Ryozo Miura
More articles in Asia-Pacific Financial Markets from Springer
Series data maintained by Christopher F. Baum ().