Bivariate cointegration of major exchange rates, cross-market efficiency and the introduction of the Euro

Journal of Economics and Business

Volumn 62, Issue 1, 2010, Pages 1-19

  Kühl, Michael ^a  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

Author keywords

Foreign exchange market, Market efficiency, Cointegration

Indexed keywords

EID: 71349085100     PISSN: 01486195     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconbus.2009.07.002     Document Type: Article

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