Reliability Trends in Retail Foreign Exchange Brokers Market
نویسندگان
چکیده
منابع مشابه
Foreign exchange market efficiency and common stochastic trends
In a recent paper, Baillie and Bollerslev (1989) using daily data from 1980 to 1985, identified six common stochastic trends in a vector of seven nominal exchange rates implying the existence of one cointegrating vector. Cointegration implies that (Granger) causality must run in at least one direction, that is, at least one of the exchange rates is predictable using current available informatio...
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ژورنال
عنوان ژورنال: Ekonomiczne Problemy Usług
سال: 2017
ISSN: 1896-382X,2353-2866
DOI: 10.18276/epu.2017.127-01