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

Jeffrey A. Frankel and James H. Stock.
Authors registered in the RePEc Author Service: James H. Stock and Jeffrey Alexander Frankel

No 8726, Economics Working Papers from University of California at Berkeley

Date: 1987-01-01
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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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