Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach

Nikolaos Giannellis and Athanasios Papadopoulos

No 717, Working Papers from University of Crete, Department of Economics

Keywords: FOREX efficiency; BEER; Linearity test; Unit Root (search for similar items in EconPapers)
JEL-codes: C12 C32 C51 E58 (search for similar items in EconPapers)
Pages: 33 pages
Date: 2006-10-30
New Economics Papers: this item is included in nep-ifn
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Citations: View citations in EconPapers (3)

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Journal Article: Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach (2009)
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