A note on cointegration and international capital market efficiency

Journal of International Money and Finance

Volumn 15, Issue 4, 1996, Pages 657-660

  Engel, Charles ^a  

^a UNIVERSITY OF WASHINGTON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030210596     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/0261-5606(96)00028-9     Document Type: Article

References (14)

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11. HAKKIO, CRAIG S. AND MARK RUSH, 'Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets,' Journal of International Money and Finance, March 1989, 8: 75-88.
12. HODRICK, ROBERT J., The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets, Harwood, Chur, 1987.
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