首页
学术期刊
论文检测
AIGC检测
热点
更多
数据
MARKET-EFFICIENCY AND COINTEGRATION - AN APPLICATION TO THE STERLING AND DEUTSCHEMARK EXCHANGE MARKETS
被引:167
作者
:
HAKKIO, CS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV FLORIDA,GAINESVILLE,FL 32611
UNIV FLORIDA,GAINESVILLE,FL 32611
HAKKIO, CS
[
1
]
RUSH, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV FLORIDA,GAINESVILLE,FL 32611
UNIV FLORIDA,GAINESVILLE,FL 32611
RUSH, M
[
1
]
机构
:
[1]
UNIV FLORIDA,GAINESVILLE,FL 32611
来源
:
JOURNAL OF INTERNATIONAL MONEY AND FINANCE
|
1989年
/ 8卷
/ 01期
关键词
:
D O I
:
10.1016/0261-5606(89)90015-6
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:75 / 88
页数:14
相关论文
共 29 条
[1]
BAILLIE R, 1987, UNIT ROOTS COINTEGRA
[2]
BAILLIE R, 1987, MESSAGE DAILY EXCHAN
[3]
TESTING RATIONAL-EXPECTATIONS AND EFFICIENCY IN THE FOREIGN-EXCHANGE MARKET
BAILLIE, RT
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
BAILLIE, RT
LIPPENS, RE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
LIPPENS, RE
MCMAHON, PC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
MCMAHON, PC
[J].
ECONOMETRICA,
1983,
51
(03)
: 553
-
563
[4]
THE SPECULATIVE EFFICIENCY HYPOTHESIS
BILSON, JFO
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,WASHINGTON,DC
NATL BUR ECON RES,WASHINGTON,DC
BILSON, JFO
[J].
JOURNAL OF BUSINESS,
1981,
54
(03)
: 435
-
451
[5]
A NOTE ON EXCHANGE-RATE EXPECTATIONS AND NOMINAL INTEREST DIFFERENTIALS - A TEST OF THE FISHER HYPOTHESIS
CUMBY, RE
论文数:
0
引用数:
0
h-index:
0
CUMBY, RE
OBSTFELD, M
论文数:
0
引用数:
0
h-index:
0
OBSTFELD, M
[J].
JOURNAL OF FINANCE,
1981,
36
(03)
: 697
-
703
[6]
SOME LONG RUN FEATURES OF DYNAMIC TIME-SERIES MODELS
CURRIE, D
论文数:
0
引用数:
0
h-index:
0
CURRIE, D
[J].
ECONOMIC JOURNAL,
1981,
91
(363)
: 704
-
715
[7]
ECONOMETRIC MODELING OF THE AGGREGATE TIME-SERIES RELATIONSHIP BETWEEN CONSUMERS EXPENDITURE AND INCOME IN THE UNITED-KINGDOM
DAVIDSON, JEH
论文数:
0
引用数:
0
h-index:
0
DAVIDSON, JEH
HENDRY, DF
论文数:
0
引用数:
0
h-index:
0
HENDRY, DF
SRBA, F
论文数:
0
引用数:
0
h-index:
0
SRBA, F
YEO, S
论文数:
0
引用数:
0
h-index:
0
YEO, S
[J].
ECONOMIC JOURNAL,
1978,
88
(352)
: 661
-
692
[8]
LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
ECONOMETRICA,
1981,
49
(04)
: 1057
-
1072
[9]
DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1979,
74
(366)
: 427
-
431
[10]
DIEBOLD F, 1988, UNPUB REAL EXCHANGE
←
1
2
3
→
共 29 条
[1]
BAILLIE R, 1987, UNIT ROOTS COINTEGRA
[2]
BAILLIE R, 1987, MESSAGE DAILY EXCHAN
[3]
TESTING RATIONAL-EXPECTATIONS AND EFFICIENCY IN THE FOREIGN-EXCHANGE MARKET
BAILLIE, RT
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
BAILLIE, RT
LIPPENS, RE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
LIPPENS, RE
MCMAHON, PC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BIRMINGHAM,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
MCMAHON, PC
[J].
ECONOMETRICA,
1983,
51
(03)
: 553
-
563
[4]
THE SPECULATIVE EFFICIENCY HYPOTHESIS
BILSON, JFO
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,WASHINGTON,DC
NATL BUR ECON RES,WASHINGTON,DC
BILSON, JFO
[J].
JOURNAL OF BUSINESS,
1981,
54
(03)
: 435
-
451
[5]
A NOTE ON EXCHANGE-RATE EXPECTATIONS AND NOMINAL INTEREST DIFFERENTIALS - A TEST OF THE FISHER HYPOTHESIS
CUMBY, RE
论文数:
0
引用数:
0
h-index:
0
CUMBY, RE
OBSTFELD, M
论文数:
0
引用数:
0
h-index:
0
OBSTFELD, M
[J].
JOURNAL OF FINANCE,
1981,
36
(03)
: 697
-
703
[6]
SOME LONG RUN FEATURES OF DYNAMIC TIME-SERIES MODELS
CURRIE, D
论文数:
0
引用数:
0
h-index:
0
CURRIE, D
[J].
ECONOMIC JOURNAL,
1981,
91
(363)
: 704
-
715
[7]
ECONOMETRIC MODELING OF THE AGGREGATE TIME-SERIES RELATIONSHIP BETWEEN CONSUMERS EXPENDITURE AND INCOME IN THE UNITED-KINGDOM
DAVIDSON, JEH
论文数:
0
引用数:
0
h-index:
0
DAVIDSON, JEH
HENDRY, DF
论文数:
0
引用数:
0
h-index:
0
HENDRY, DF
SRBA, F
论文数:
0
引用数:
0
h-index:
0
SRBA, F
YEO, S
论文数:
0
引用数:
0
h-index:
0
YEO, S
[J].
ECONOMIC JOURNAL,
1978,
88
(352)
: 661
-
692
[8]
LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
ECONOMETRICA,
1981,
49
(04)
: 1057
-
1072
[9]
DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT
DICKEY, DA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
DICKEY, DA
FULLER, WA
论文数:
0
引用数:
0
h-index:
0
机构:
IOWA STATE UNIV SCI & TECHNOL, AMES, IA 50011 USA
FULLER, WA
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1979,
74
(366)
: 427
-
431
[10]
DIEBOLD F, 1988, UNPUB REAL EXCHANGE
←
1
2
3
→