Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets

Jeffrey Frankel and James H. Stock

Department of Economics, Working Paper Series from Department of Economics, Institute for Business and Economic Research, UC Berkeley

Keywords: variance-bounds; volatility test; exchange rates; Social and Behavioral Sciences (search for similar items in EconPapers)
Date: 1987-01-27
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Citations: View citations in EconPapers (6)

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Journal Article: Regression vs. volatility tests of the efficiency of foreign exchange markets (1987)
Working Paper: Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets (1987)
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