EFFICIENCY OF FOREIGN EXCHANGE MARKET OF SRI LANKA: SOME EMPIRICAL EVIDENCE

The purpose of this paper is to examine the validity of the weak and semi-strong form efficiencies of the foreign exchange market (FX) of Sri Lanka. This study departs from previous Sri Lankan studies by examining structural changes in the time series via unit roots tests as well as a cointegration...

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Veröffentlicht in:	Economics, Management, and Financial Markets Management, and Financial Markets, 2016-12, Vol.11 (4), p.49-60
1. Verfasser:	Wickremasinghe, Guneratne B
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Cointegration analysis Currencies Currency Econometrics Economic models Economic policy Efficiency Efficient markets Equilibrium Exchange rates Financial Markets Flexible exchange rates Floating exchange rates Foreign exchange market Foreign exchange markets Foreign exchange rates Hypotheses Insider dealing Insider trading Researchers Securities markets Sri Lanka Stock exchanges Studies Validity
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