Title of article
ARCH effects and cointegration: Is the foreign exchange market efficient?
Author/Authors
Panayotis Alexakis، نويسنده , , Nicholas Apergis، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
11
From page
687
To page
697
Keywords
Efficient markets , Forward exchange rates , cointegration , ARCH effects
Journal title
Journal of Banking and Finance
Serial Year
1996
Journal title
Journal of Banking and Finance
Record number
192864
Link To Document