Efficiency in the forward exchange market - an application of co-integration - reply

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Item Type:
Journal article
Date:
1989
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Citation:
pp286-287
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Abstract:
In this issue of the Economic and Social Review, Leddin comments on my recent (1988) paper which examined co-integration as a technique for analysing the efficiency of the forward exchange market. This paper addresses a small number of the interesting points raised in this Comment.
URI:
http://hdl.handle.net/2262/68588
Author: Lucey, BM
Publisher:
Economic & Social Studies
Type of material:
Journal article
URI:
http://hdl.handle.net/2262/68588
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Series/Report no:
Economic and Social Review
Vol.20, No. 3, April 1989
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Full text available
Subject:
Forward exchange, Economics
ISSN:
0012-9984
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