Nonstationarity of efficient finance markets: FX market evolution from stability to instability

International Review of Financial Analysis

Volumn 17, Issue 5, 2008, Pages 820-837

  McCauley, Joseph L ^a  

^a University of Houston   (United States)

Author keywords

Efficient markets; Gold standard Regulation; Market instability; Martingale; Nonstationary process; Stationary process

Indexed keywords

EID: 47649084282     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2008.02.004     Document Type: Article

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