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| Tekijä: | Tronzano, M. |
| Otsikko: | Efficiency in German and Japanese foreign exchange markets - evidence from cointegration techniques. |
| Lehti: | Weltwirtschaftliches Archiv
1992 : VOL. 128:1, p. 1-20 |
| Asiasana: | FOREIGN EXCHANGE MARKET GERMANY JAPAN |
| Kieli: | eng |
| Tiivistelmä: | Efficiency of German and Japanese foreign exchange markets in the period of floating from 1973 to 1989 is tested relying on cointegration techniques. Cointegration between different currencies is refuted but cointegration between spot and forward rates of the same currency is not, but here the results are inconclusive. |
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