European foreign exchange market efficiency: Evidence based on crisis and noncrisis periods

This study investigates the impact on foreign exchange market efficiency of the 1992 European financial market crisis by studying precrisis, crisis, and postcrisis periods. Long-term relationships among European currency values are identified during the three periods, although the relationships are...

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Veröffentlicht in:	International review of financial analysis 2004-09, Vol.13 (3), p.333-347
Hauptverfasser:	Aroskar, Raj, Sarkar, Salil K., Swanson, Peggy E.
Format:	Artikel
Sprache:	eng
Schlagworte:	Cointegration Cointegration analysis Currency crisis Economic crisis Efficiency European exchange rates Foreign exchange markets Foreign exchange rates Mathematical models Securities markets Statistical analysis Studies
Online-Zugang:	Volltext
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