Dynamic Efficiency in the East European Emerging Markets

Yoshihiko Tsukuda, Tatsuyoshi Miyakoshi () and Junji Shimada

Asia-Pacific Financial Markets, 2005, vol. 12, issue 2, 159-179

Keywords: dynamic efficiency; East European emerging markets; time varying parameter; K1alman filter (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10690-006-9017-6

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