Open AccessSeveral Econometric Tests of Exchange Rate Efficiency for a Few European Countries
Author(s) -
Gilda M. Agacer,
Augustine C. Arize,
Ioannis N. Kallianiotis,
Krishna M. Kasibhatla,
John Malindretos
Publication year - 2015
Publication title -
international journal of financial research
Language(s) - English
Resource type - Journals
eISSN - 1923-4031
pISSN - 1923-4023
DOI - 10.5430/ijfr.v6n4p194
Subject(s) - econometrics , forward rate , exchange rate , economics , liberian dollar , us dollar , statistical hypothesis testing , spot contract , efficient market hypothesis , estimation , specification , random walk , random walk hypothesis , statistics , mathematics , interest rate , financial economics , macroeconomics , paleontology , management , finance , horse , biology , stock market , futures contract