An Empirical Examination of Foreign Exchange Market Efficiency: Applying the Filter Rule Strategy to Intra-Daily DM/$ Exchange Rates

Journal of International Financial Management and Accounting ◽

10.1111/j.1467-646x.1991.tb00095.x ◽

1991 ◽

Vol 3 (3) ◽

pp. 201-218 ◽

Author(s):

Chuck C. Y. Kwok ◽

Linda Gucht

Keyword(s):

Exchange Rates ◽

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Empirical Examination

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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 ◽

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 Under Flexible Exchange Rates: Comment

The Journal of Finance ◽

10.1111/j.1540-6261.1979.tb02143.x ◽

1979 ◽

Vol 34 (3) ◽

pp. 787-789

Author(s):

MARC A. MILES ◽

D. SYKES WILFORD

Keyword(s):

Exchange Rates ◽

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Flexible Exchange Rates

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Foreign Exchange Market Efficiency Under Flexible Exchange Rates: Reply

The Journal of Finance ◽

10.1111/j.1540-6261.1979.tb02144.x ◽

1979 ◽

Vol 34 (3) ◽

pp. 791-793 ◽

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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Exchange Rates and Forward Premia in Indian Foreign Exchange Market: A Study of USD/INR

Artha Vijnana Journal of The Gokhale Institute of Politics and Economics ◽

10.21648/arthavij/2013/v55/i3/111233 ◽

2013 ◽

Vol 55 (3) ◽

pp. 308

Author(s):

Maram Srikanth ◽

Braj Kishore

Keyword(s):

Exchange Rates ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market

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An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market

Applied Economics ◽

10.1080/00036846.2011.593501 ◽

2012 ◽

Vol 44 (35) ◽

pp. 4631-4637 ◽

Author(s):

Emma M. Iglesias

Keyword(s):

Exchange Rates ◽

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 ◽

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 ◽

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 ◽

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 ◽

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 ◽

Author(s):

Sashikanta Khuntia ◽

J. K. Pattanayak

Keyword(s):

Market Efficiency ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market

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