A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency

John Barkoulas; Christopher F. Baum

doi:10.1080/758533855

A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency

Applied Financial Economics ◽

10.1080/758533855 ◽

1997 ◽

Vol 7 (6) ◽

pp. 635-643 ◽

Cited By ~ 13

Author(s):

John Barkoulas ◽

Christopher F. Baum

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market

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Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests:Small Transaction Costs, Big Hysteresis Bands

10.3386/w3319 ◽

1990 ◽

Cited By ~ 27

Author(s):

Richard Baldwin

Keyword(s):

Transaction Costs ◽

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market

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Foreign Exchange Market Efficiency and Structural Instability: Evidence from Taiwan

Journal of Macroeconomics ◽

10.1016/s0164-0704(97)00031-1 ◽

1997 ◽

Vol 19 (3) ◽

pp. 591-607 ◽

Cited By ~ 2

Author(s):

Jyh-Lin Wu

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Structural Instability ◽

Exchange Market

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Foreign exchange market efficiency under recent crises: Asia-Pacific focus

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2012.02.016 ◽

2012 ◽

Vol 31 (6) ◽

pp. 1574-1592 ◽

Cited By ~ 41

Author(s):

Rubi Ahmad ◽

S. Ghon Rhee ◽

Yuen Meng Wong

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Asia Pacific ◽

Exchange Market

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Foreign exchange market efficiency and cointegration

Economics Letters ◽

10.1016/0165-1765(89)90174-2 ◽

1989 ◽

Vol 29 (1) ◽

pp. 63-68 ◽

Cited By ~ 81

Author(s):

Ronald MacDonald ◽

Mark P. Taylor

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market

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Dynamics of Indian Foreign Exchange Market Efficiency : An Adaptive Market Hypothesis Approach

Indian Journal of Finance ◽

10.17010/ijf/2017/v11i9/118088 ◽

2017 ◽

Vol 11 (9) ◽

pp. 39 ◽

Cited By ~ 1

Author(s):

Sashikanta Khuntia ◽

J. K. Pattanayak

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market

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Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS

Journal of Macroeconomics ◽

10.1016/s0164-0704(96)80059-0 ◽

1996 ◽

Vol 18 (4) ◽

pp. 693-714 ◽

Cited By ~ 16

Author(s):

Guglielmo Maria Caporale ◽

Sarantis Kalyvitis ◽

Nikitas Pittis

Keyword(s):

Interest Rate ◽

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Capital Controls ◽

Risk Premia ◽

Exchange Market

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Foreign Exchange Market Efficiency Under Recent Crises: Asia-Pacific Focus

SSRN Electronic Journal ◽

10.2139/ssrn.1913995 ◽

2011 ◽

Cited By ~ 1

Author(s):

Rubi Ahmad ◽

S. Ghon Rhee ◽

Yuen Meng Jeff Wong

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Asia Pacific ◽

Exchange Market

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FOREIGN EXCHANGE MARKET EFFICIENCY UNDER FLEXIBLE EXCHANGE RATES

The Journal of Finance ◽

10.1111/j.1540-6261.1977.tb03330.x ◽

1977 ◽

Vol 32 (4) ◽

pp. 1325-1330 ◽

Cited By ~ 14

Author(s):

John Burt ◽

Fred R. Kaen ◽

G. Geoffrey Booth

Keyword(s):

Exchange Rates ◽

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Flexible Exchange Rates

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Foreign exchange market efficiency, cointegration, and policy coordination

Applied Economics Letters ◽

10.1080/13504850110049351 ◽

2002 ◽

Vol 9 (1) ◽

pp. 61-68 ◽

Cited By ~ 15

Author(s):

Bang Nam Jeon ◽

Euiseong Lee

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Policy Coordination ◽

Exchange Market

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Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information

The Quarterly Review of Economics and Finance ◽

10.1016/j.qref.2020.05.009 ◽

2020 ◽

Cited By ~ 1

Author(s):

Ehab Yamani

Keyword(s):

Financial Crisis ◽

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Global Financial Crisis ◽

Technical Information ◽

Exchange Market ◽

The Global Financial Crisis

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