English, Article edition: Testing exchange rate efficiency: the case of euro-dollar Marco Mazzoli; Christian Barducci

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Bookmark: http://trove.nla.gov.au/version/49713
Physical Description
  • article
Language
  • English

Edition details

Title
  • Testing exchange rate efficiency: the case of euro-dollar
Author
  • Marco Mazzoli
  • Christian Barducci
Physical Description
  • article
Notes
  • This paper tests the semi-strong efficiency of the euro-dollar currency market by introducing a simple heuristic test, based on the 'general-to-specific' methodology and meant to include as two specific sub-cases the 'efficient market hypothesis' (EMH) in the currency market as well as alternative theories implying a time dependent process of propagation of information. According to the results of our nested test, the 'efficient market hypothesis' in the euro-dollar currency market is rejected.
  • information and market efficiency, foreign exchange,
  • RePEc:taf:irapec:v:23:y:2009:i:4:p:521-540
Language
  • English
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