Regression vs. volatility tests of the efficiency of foreign exchange markets

Jeffrey Frankel and James H. Stock

Journal of International Money and Finance, 1987, vol. 6, issue 1, 49-56

Date: 1987
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Working Paper: Regression vs. Volatility Tests of the Efficiency of Foreign Exchange Markets (1987)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jimfin:v:6:y:1987:i:1:p:49-56

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